-94.4%
PSFE vs VOO
+142.0%
-236.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.5% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -16.4% | +0.1% | -16.5% | -16.2% |
| 3M | -7.2% | +2.0% | -9.2% | -10.8% |
| 6M | -9.4% | +13.0% | -22.5% | -28.3% |
| YTD | -17.1% | +13.6% | -30.6% | -34.8% |
| 1Y | -50.1% | +20.1% | -70.2% | -64.2% |
| 3Y | -50.7% | +77.6% | -128.3% | -82.8% |
| 5Y | -93.9% | +82.4% | -176.4% | -97.9% |
| All | -94.4% | +142.0% | -236.4% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling