+18.1%
PGJ vs VOO
+810.0%
-791.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | -0.4% |
| 7D | -3.8% | -0.8% | -3.1% | -3.1% |
| 30D | -8.7% | -1.1% | -7.6% | -7.7% |
| 3M | -7.2% | +3.9% | -11.1% | -10.9% |
| 6M | -17.6% | +13.6% | -31.3% | -27.9% |
| YTD | -21.7% | +12.7% | -34.4% | -30.8% |
| 1Y | -29.5% | +17.6% | -47.1% | -40.3% |
| 3Y | -10.2% | +77.3% | -87.5% | -50.8% |
| 5Y | -46.0% | +84.1% | -130.1% | -71.0% |
| 10Y | -17.0% | +323.5% | -340.6% | -82.1% |
| All | +18.1% | +810.0% | -791.9% | -89.3% |
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