-17.6%
PCM vs VOO
+82.6%
-100.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -5.8% | +0.1% | -5.8% | -5.8% |
| 3M | -3.1% | +2.0% | -5.1% | -3.8% |
| 6M | -5.5% | +13.0% | -18.5% | -9.4% |
| YTD | -5.1% | +13.6% | -18.6% | -9.2% |
| 1Y | -5.1% | +20.1% | -25.1% | -10.9% |
| 3Y | -16.4% | +77.6% | -94.0% | -33.8% |
| All | -17.6% | +82.6% | -100.2% | -37.0% |
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