+3,405.6%
PWR vs VYM
+487.3%
+2,918.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.2% |
| 7D | +2.7% | -1.0% | +3.6% | +4.0% |
| 30D | -5.1% | -2.0% | -3.1% | -2.6% |
| 3M | -9.4% | +3.1% | -12.4% | -12.9% |
| 6M | +10.4% | +8.9% | +1.5% | -0.9% |
| YTD | +48.6% | +14.7% | +33.9% | +24.5% |
| 1Y | +68.0% | +19.4% | +48.6% | +34.0% |
| 3Y | +204.7% | +65.4% | +139.3% | +59.3% |
| 5Y | +451.9% | +77.6% | +374.4% | +163.6% |
| 10Y | +2,425.3% | +207.8% | +2,217.6% | +477.7% |
| All | +3,405.6% | +487.3% | +2,918.3% | +258.2% |
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