-37.9%
PED vs VOO
+81.6%
-119.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +2.2% | -0.4% | +2.6% | +2.4% |
| 30D | +31.3% | -1.4% | +32.6% | +32.1% |
| 3M | +11.0% | +3.7% | +7.3% | +8.7% |
| 6M | -4.5% | +13.0% | -17.5% | -11.3% |
| YTD | +30.8% | +12.4% | +18.4% | +21.6% |
| 1Y | +18.9% | +18.6% | +0.3% | +6.8% |
| 3Y | -31.5% | +78.1% | -109.6% | -53.2% |
| 5Y | -37.9% | +82.3% | -120.2% | -56.9% |
| All | -37.9% | +81.6% | -119.5% | -56.9% |
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