-14.6%
PFD vs VOO
+74.6%
-89.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.8% |
| 7D | -1.3% | +3.3% | -4.6% | -2.5% |
| 30D | -1.3% | -2.7% | +1.4% | -0.4% |
| 3M | -6.7% | -1.7% | -5.0% | -6.2% |
| 6M | -6.5% | +3.1% | -9.6% | -7.7% |
| YTD | -7.3% | +11.9% | -19.2% | -11.4% |
| 1Y | -5.5% | +12.1% | -17.5% | -9.7% |
| 3Y | +31.8% | +78.6% | -46.8% | +4.4% |
| 5Y | -14.6% | +73.8% | -88.4% | -33.3% |
| All | -14.6% | +74.6% | -89.2% | -33.3% |
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