+5.7%
PDT vs VOO
+75.1%
-69.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.7% |
| 7D | -0.2% | -0.9% | +0.7% | +0.3% |
| 30D | +1.1% | -2.3% | +3.4% | +2.3% |
| 3M | -3.8% | -1.2% | -2.7% | -3.4% |
| 6M | -4.2% | +3.3% | -7.5% | -6.3% |
| YTD | +1.0% | +12.3% | -11.3% | -6.2% |
| 1Y | -0.8% | +12.5% | -13.3% | -8.0% |
| 3Y | +50.6% | +79.2% | -28.5% | +2.3% |
| 5Y | +5.7% | +75.7% | -70.0% | -29.4% |
| All | +5.7% | +75.1% | -69.5% | -29.4% |
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