-61.7%
PD vs VOO
+72.6%
-134.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +2.1% |
| 7D | +1.7% | +2.6% | -0.9% | -2.6% |
| 30D | -4.1% | -2.0% | -2.2% | -1.1% |
| 3M | +31.9% | -2.8% | +34.7% | +37.6% |
| 6M | +139.1% | +2.2% | +137.0% | +128.5% |
| YTD | +21.7% | +11.5% | +10.1% | -0.4% |
| 1Y | +2.3% | +13.5% | -11.2% | -19.3% |
| 3Y | -24.7% | +78.1% | -102.8% | -74.3% |
| All | -61.7% | +72.6% | -134.3% | -85.3% |
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