+1,139.1%
PSX vs VYM
+433.6%
+705.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.3% |
| 7D | +1.8% | -1.0% | +2.8% | +3.2% |
| 30D | +21.6% | -2.0% | +23.7% | +25.0% |
| 3M | +46.5% | +3.1% | +43.4% | +40.2% |
| 6M | +62.0% | +8.9% | +53.1% | +43.0% |
| YTD | +106.3% | +14.7% | +91.6% | +69.4% |
| 1Y | +103.0% | +19.4% | +83.5% | +57.6% |
| 3Y | +135.5% | +65.4% | +70.1% | +18.5% |
| 5Y | +368.5% | +77.6% | +291.0% | +113.2% |
| 10Y | +386.6% | +207.8% | +178.8% | +11.8% |
| All | +1,139.1% | +433.6% | +705.5% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling