-40.5%
PFSI vs VOO
+18.9%
-59.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | -1.8% | -0.4% | -1.4% | -1.5% |
| 30D | -6.2% | -1.4% | -4.8% | -5.2% |
| 3M | -12.9% | +3.7% | -16.7% | -15.0% |
| 6M | -17.9% | +13.0% | -30.9% | -26.0% |
| YTD | -45.6% | +12.4% | -58.1% | -50.5% |
| 1Y | -40.5% | +18.6% | -59.1% | -46.9% |
| All | -40.5% | +18.9% | -59.4% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling