+88.9%
PEJ vs VOO
+325.3%
-236.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.2% |
| 7D | -2.6% | -0.8% | -1.9% | -1.8% |
| 30D | -7.9% | -1.1% | -6.8% | -6.9% |
| 3M | -2.9% | +3.9% | -6.7% | -7.0% |
| 6M | +7.3% | +13.6% | -6.3% | -6.6% |
| YTD | +3.2% | +12.7% | -9.5% | -9.4% |
| 1Y | +2.5% | +17.6% | -15.1% | -14.0% |
| 3Y | +59.7% | +77.3% | -17.6% | -12.6% |
| 5Y | +32.7% | +84.1% | -51.5% | -30.1% |
| All | +88.9% | +325.3% | -236.4% | -56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling