+186.9%
PESI vs VOO
+80.3%
+106.6%
-58.0%
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% | -1.4% |
| 7D | -0.7% | -2.0% | +1.3% | +0.8% |
| 30D | +4.6% | -1.7% | +6.2% | +6.0% |
| 3M | +93.1% | +4.7% | +88.4% | +86.7% |
| 6M | +36.8% | +12.6% | +24.3% | +25.6% |
| YTD | +45.0% | +11.8% | +33.2% | +34.3% |
| 1Y | +81.4% | +17.5% | +63.9% | +62.9% |
| 3Y | +53.9% | +77.0% | -23.1% | +14.1% |
| 5Y | +186.9% | +82.6% | +104.4% | +120.8% |
| All | +186.9% | +80.3% | +106.6% | +120.8% |
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