+613.3%
PM vs VOO
+817.1%
-203.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -3.4% | +0.1% | -3.4% | -3.4% |
| 3M | +5.2% | +2.0% | +3.2% | +3.6% |
| 6M | +3.7% | +13.0% | -9.3% | -4.2% |
| YTD | +15.8% | +13.6% | +2.2% | +6.6% |
| 1Y | +17.4% | +20.1% | -2.7% | +4.1% |
| 3Y | +116.9% | +77.6% | +39.4% | +46.0% |
| 5Y | +117.3% | +82.4% | +34.9% | +40.9% |
| 10Y | +193.8% | +316.8% | -123.1% | +4.3% |
| All | +613.3% | +817.1% | -203.7% | +48.1% |
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 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