-25.7%
PCM vs VOO
+72.6%
-98.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -1.7% | +2.6% | -4.3% | -2.6% |
| 30D | +1.1% | -2.0% | +3.1% | +1.7% |
| 3M | -11.0% | -2.8% | -8.2% | -10.2% |
| 6M | -10.1% | +2.2% | -12.3% | -10.8% |
| YTD | -10.2% | +11.5% | -21.8% | -13.6% |
| 1Y | -10.8% | +13.5% | -24.3% | -14.7% |
| 3Y | -9.4% | +78.1% | -87.5% | -28.4% |
| All | -25.7% | +72.6% | -98.2% | -41.9% |
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