-93.6%
PBK vs VOO
+51.1%
-144.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -0.8% |
| 7D | -7.7% | -0.4% | -7.3% | -7.3% |
| 30D | -19.0% | -1.4% | -17.7% | -17.9% |
| 3M | -56.5% | +3.7% | -60.2% | -58.0% |
| 6M | -47.3% | +13.0% | -60.4% | -52.2% |
| YTD | -79.3% | +12.4% | -91.8% | -81.1% |
| 1Y | -79.7% | +18.6% | -98.3% | -81.8% |
| All | -93.6% | +51.1% | -144.6% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling