-64.4%
PD vs VOO
+198.2%
-262.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.9% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | +21.4% | +0.1% | +21.3% | +21.4% |
| 3M | +43.4% | +2.0% | +41.4% | +38.8% |
| 6M | +78.7% | +13.0% | +65.7% | +49.2% |
| YTD | +3.9% | +13.6% | -9.7% | -13.6% |
| 1Y | -17.8% | +20.1% | -37.9% | -37.2% |
| 3Y | -42.7% | +77.6% | -120.3% | -74.3% |
| 5Y | -71.3% | +82.4% | -153.7% | -86.9% |
| All | -64.4% | +198.2% | -262.6% | -89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling