-8.0%
PML vs VOO
+314.0%
-322.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | -2.2% | -0.9% | -1.2% | -1.9% |
| 3M | -1.1% | +3.9% | -5.0% | -2.4% |
| 6M | -3.5% | +14.5% | -18.0% | -7.7% |
| YTD | -0.1% | +13.0% | -13.1% | -4.1% |
| 1Y | +3.3% | +19.4% | -16.1% | -2.6% |
| 3Y | +0.8% | +78.9% | -78.0% | -17.5% |
| 5Y | -35.7% | +82.3% | -118.0% | -48.2% |
| 10Y | -8.0% | +314.2% | -322.2% | -44.6% |
| All | -8.0% | +314.0% | -322.0% | -44.6% |
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