-31.0%
PDM vs VOO
+82.3%
-113.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.2% |
| 7D | -0.3% | +0.5% | -0.9% | -0.8% |
| 30D | +0.3% | -0.9% | +1.3% | +1.2% |
| 3M | +6.6% | +3.9% | +2.7% | +2.2% |
| 6M | +31.0% | +14.5% | +16.5% | +13.6% |
| YTD | +14.0% | +13.0% | +1.1% | +0.4% |
| 1Y | +7.8% | +19.4% | -11.6% | -10.6% |
| 3Y | +55.1% | +78.9% | -23.8% | -14.2% |
| 5Y | -31.0% | +82.3% | -113.2% | -62.4% |
| All | -31.0% | +82.3% | -113.3% | -62.4% |
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