+327.2%
PFSI vs VOO
+493.4%
-166.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -3.1% | +0.1% | -3.1% | -3.1% |
| 3M | -9.8% | +2.0% | -11.8% | -11.7% |
| 6M | -18.6% | +13.0% | -31.6% | -27.5% |
| YTD | -43.8% | +13.6% | -57.4% | -50.2% |
| 1Y | -35.6% | +20.1% | -55.7% | -45.9% |
| 3Y | +4.3% | +77.6% | -73.2% | -40.0% |
| 5Y | +18.0% | +82.4% | -64.4% | -33.6% |
| 10Y | +395.5% | +316.8% | +78.6% | +46.1% |
| All | +327.2% | +493.4% | -166.2% | +6.5% |
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 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