+80.5%
PFF vs VOO
+777.9%
-697.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -0.7% | -2.7% | +2.0% | +0.4% |
| 30D | -3.8% | -5.4% | +1.6% | -1.6% |
| 3M | -6.5% | -4.1% | -2.4% | -4.9% |
| 6M | -8.4% | +0.7% | -9.2% | -8.8% |
| YTD | -5.0% | +8.7% | -13.7% | -8.3% |
| 1Y | -4.3% | +11.0% | -15.2% | -8.4% |
| 3Y | +13.1% | +75.5% | -62.4% | -11.1% |
| 5Y | -3.9% | +68.4% | -72.2% | -23.8% |
| 10Y | +29.9% | +315.7% | -285.7% | -27.1% |
| All | +80.5% | +777.9% | -697.3% | -23.1% |
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