+124.5%
PESI vs VOO
+812.0%
-687.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.8% |
| 7D | +6.3% | +0.5% | +5.8% | +6.0% |
| 30D | +4.9% | -0.9% | +5.9% | +5.6% |
| 3M | +96.0% | +3.9% | +92.1% | +91.8% |
| 6M | +42.7% | +14.5% | +28.2% | +32.1% |
| YTD | +50.7% | +13.0% | +37.7% | +41.0% |
| 1Y | +56.0% | +19.4% | +36.6% | +41.7% |
| 3Y | +59.9% | +78.9% | -18.9% | +18.9% |
| 5Y | +199.7% | +82.3% | +117.4% | +118.3% |
| 10Y | +253.9% | +314.2% | -60.3% | +78.1% |
| All | +124.5% | +812.0% | -687.5% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling