-34.4%
PML vs VOO
+67.9%
-102.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.4% | -2.7% | +3.1% | +1.2% |
| 30D | +8.7% | -5.4% | +14.1% | +10.3% |
| 3M | -3.4% | -4.1% | +0.7% | -2.3% |
| 6M | -4.9% | +0.7% | -5.7% | -5.2% |
| YTD | -2.2% | +8.7% | -10.9% | -4.6% |
| 1Y | -5.2% | +11.0% | -16.1% | -8.0% |
| 3Y | +10.4% | +75.5% | -65.0% | -6.8% |
| All | -34.4% | +67.9% | -102.3% | -45.0% |
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