+102.3%
PFN vs VOO
+325.3%
-223.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.2% |
| 7D | -2.9% | -0.8% | -2.1% | -2.5% |
| 30D | -5.3% | -1.1% | -4.2% | -4.8% |
| 3M | +1.2% | +3.9% | -2.7% | -0.9% |
| 6M | +0.1% | +13.6% | -13.5% | -6.5% |
| YTD | -3.0% | +12.7% | -15.7% | -9.1% |
| 1Y | -1.4% | +17.6% | -19.0% | -9.7% |
| 3Y | +40.9% | +77.3% | -36.4% | +2.1% |
| 5Y | +15.9% | +84.1% | -68.3% | -19.1% |
| All | +102.3% | +325.3% | -223.0% | -9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling