-94.0%
PSFE vs VOO
+136.3%
-230.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +1.1% |
| 7D | +18.9% | -0.6% | +19.4% | +19.9% |
| 30D | +23.4% | -3.6% | +27.0% | +31.5% |
| 3M | -0.3% | -2.7% | +2.4% | +4.9% |
| 6M | -23.3% | +2.2% | -25.5% | -27.1% |
| YTD | -12.0% | +10.9% | -22.9% | -28.0% |
| 1Y | -30.1% | +11.3% | -41.5% | -42.6% |
| 3Y | -32.2% | +76.9% | -109.1% | -76.4% |
| 5Y | -91.8% | +73.5% | -165.3% | -96.9% |
| All | -94.0% | +136.3% | -230.4% | -98.2% |
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 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