-70.5%
PFX vs VOO
+308.7%
-379.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.4% | -0.5% | -2.5% |
| 7D | -5.3% | -4.7% | -0.6% | -2.8% |
| 30D | -8.9% | -5.9% | -3.0% | -5.8% |
| 3M | -10.4% | -4.5% | -5.8% | -8.0% |
| 6M | +1.8% | +1.9% | -0.1% | +0.4% |
| YTD | -6.2% | +8.4% | -14.6% | -10.8% |
| 1Y | -1.9% | +9.5% | -11.4% | -7.4% |
| 3Y | +17.1% | +75.3% | -58.2% | -19.5% |
| 5Y | +2.8% | +67.9% | -65.0% | -28.5% |
| All | -70.5% | +308.7% | -379.2% | -89.5% |
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