+245.7%
PESI vs VOO
+325.3%
-79.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.2% |
| 7D | +0.4% | -0.8% | +1.1% | +0.9% |
| 30D | -3.4% | -1.1% | -2.3% | -2.6% |
| 3M | +91.9% | +3.9% | +88.0% | +87.1% |
| 6M | +41.1% | +13.6% | +27.5% | +29.6% |
| YTD | +49.1% | +12.7% | +36.4% | +38.2% |
| 1Y | +129.2% | +17.6% | +111.6% | +107.2% |
| 3Y | +58.3% | +77.3% | -19.1% | +12.7% |
| 5Y | +195.1% | +84.1% | +111.0% | +103.5% |
| All | +245.7% | +325.3% | -79.6% | +67.2% |
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