-18.3%
PGJ vs VOO
+325.3%
-343.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | -0.3% |
| 7D | -3.8% | -0.8% | -3.1% | -3.1% |
| 30D | -8.7% | -1.1% | -7.6% | -7.8% |
| 3M | -7.2% | +3.9% | -11.1% | -10.7% |
| 6M | -17.6% | +13.6% | -31.3% | -27.3% |
| YTD | -21.7% | +12.7% | -34.4% | -30.2% |
| 1Y | -29.5% | +17.6% | -47.1% | -39.6% |
| 3Y | -10.2% | +77.3% | -87.5% | -48.8% |
| 5Y | -46.0% | +84.1% | -130.1% | -69.8% |
| All | -18.3% | +325.3% | -343.5% | -79.2% |
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