-25.5%
PFH vs VOO
+80.3%
-105.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -1.0% | -2.0% | +1.0% | -0.3% |
| 30D | -3.3% | -1.7% | -1.6% | -2.8% |
| 3M | -5.7% | +4.7% | -10.5% | -7.2% |
| 6M | -9.1% | +12.6% | -21.6% | -12.7% |
| YTD | -8.4% | +11.8% | -20.1% | -11.9% |
| 1Y | -12.7% | +17.5% | -30.2% | -17.5% |
| 3Y | -7.6% | +77.0% | -84.5% | -25.7% |
| 5Y | -25.5% | +82.6% | -108.1% | -41.8% |
| All | -25.5% | +80.3% | -105.8% | -41.8% |
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