-92.3%
PSFE vs VOO
+72.0%
-164.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.3% | +3.8% | +1.5% |
| 7D | +20.4% | +0.1% | +20.3% | +19.9% |
| 30D | +22.9% | -3.3% | +26.2% | +30.4% |
| 3M | -3.1% | -2.4% | -0.7% | +1.4% |
| 6M | -23.6% | +2.6% | -26.2% | -28.1% |
| YTD | -12.4% | +11.3% | -23.6% | -29.5% |
| 1Y | -30.4% | +13.4% | -43.8% | -45.5% |
| 3Y | -31.4% | +80.3% | -111.7% | -78.6% |
| 5Y | -92.3% | +72.7% | -165.0% | -97.2% |
| All | -92.3% | +72.0% | -164.2% | -97.2% |
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