+133.3%
PJFG vs VOO
+100.5%
+32.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | -0.2% |
| 7D | -0.7% | -0.8% | +0.1% | +0.3% |
| 30D | -1.8% | -1.1% | -0.7% | -0.4% |
| 3M | +2.7% | +3.9% | -1.2% | -2.1% |
| 6M | +12.5% | +13.6% | -1.1% | -4.3% |
| YTD | +5.3% | +12.7% | -7.4% | -9.4% |
| 1Y | +8.1% | +17.6% | -9.5% | -11.9% |
| 3Y | +76.9% | +77.3% | -0.4% | -13.3% |
| All | +133.3% | +100.5% | +32.7% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling