-99.7%
PMAX vs VOO
+42.5%
-142.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +2.9% |
| 7D | -4.9% | +0.5% | -5.4% | -5.8% |
| 30D | -47.0% | -0.9% | -46.1% | -46.1% |
| 3M | -56.0% | +3.9% | -59.9% | -58.6% |
| 6M | -92.8% | +14.5% | -107.4% | -94.1% |
| YTD | -95.1% | +13.0% | -108.1% | -95.9% |
| 1Y | -95.8% | +19.4% | -115.2% | -96.5% |
| All | -99.7% | +42.5% | -142.2% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling