-53.6%
PDDL vs VOO
+24.2%
-77.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +2.0% |
| 7D | -8.5% | +0.1% | -8.6% | -8.7% |
| 30D | -20.5% | +0.1% | -20.5% | -20.9% |
| 3M | -15.8% | +2.0% | -17.9% | -19.6% |
| 6M | -44.0% | +13.0% | -57.1% | -59.0% |
| YTD | -56.8% | +13.6% | -70.4% | -68.4% |
| 1Y | -65.7% | +20.1% | -85.8% | -77.8% |
| All | -53.6% | +24.2% | -77.8% | -73.8% |
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