-31.4%
PSFE vs VOO
+78.4%
-109.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.3% | +3.8% | +1.9% |
| 7D | +20.4% | +0.1% | +20.3% | +19.9% |
| 30D | +22.9% | -3.3% | +26.2% | +29.9% |
| 3M | -3.1% | -2.4% | -0.7% | +1.1% |
| 6M | -23.6% | +2.6% | -26.2% | -27.8% |
| YTD | -12.4% | +11.3% | -23.6% | -28.7% |
| 1Y | -30.4% | +13.4% | -43.8% | -44.7% |
| 3Y | -31.4% | +80.3% | -111.7% | -89.1% |
| All | -31.4% | +78.4% | -109.8% | -89.1% |
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 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