-63.7%
PD vs VOO
+67.9%
-131.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.9% |
| 7D | -7.4% | -2.7% | -4.7% | -3.3% |
| 30D | +2.0% | -5.4% | +7.4% | +11.7% |
| 3M | +41.3% | -4.1% | +45.3% | +51.0% |
| 6M | +128.9% | +0.7% | +128.2% | +123.8% |
| YTD | +19.6% | +8.7% | +10.9% | +2.2% |
| 1Y | +3.7% | +11.0% | -7.3% | -15.0% |
| 3Y | -26.1% | +75.5% | -101.6% | -74.2% |
| All | -63.7% | +67.9% | -131.6% | -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