+2,521.4%
PWR vs VYM
+209.2%
+2,312.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.5% | +4.3% |
| 7D | +4.2% | -0.8% | +5.0% | +5.2% |
| 30D | -4.0% | -2.2% | -1.8% | -1.4% |
| 3M | -4.8% | +3.1% | -7.8% | -8.3% |
| 6M | +14.6% | +9.7% | +4.9% | +2.8% |
| YTD | +54.2% | +14.9% | +39.3% | +30.9% |
| 1Y | +67.1% | +17.6% | +49.5% | +38.3% |
| 3Y | +218.5% | +65.3% | +153.1% | +76.4% |
| 5Y | +466.3% | +78.7% | +387.6% | +187.6% |
| All | +2,521.4% | +209.2% | +2,312.3% | +552.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling