+57.6%
PTF vs VOO
+72.6%
-15.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.3% |
| 7D | +5.1% | +2.6% | +2.5% | +0.7% |
| 30D | -10.6% | -2.0% | -8.6% | -7.0% |
| 3M | -15.1% | -2.8% | -12.3% | -10.2% |
| 6M | -23.0% | +2.2% | -25.1% | -23.9% |
| YTD | +23.3% | +11.5% | +11.7% | +6.5% |
| 1Y | +27.2% | +13.5% | +13.7% | +7.4% |
| 3Y | +110.9% | +78.1% | +32.8% | -7.5% |
| All | +57.6% | +72.6% | -15.0% | -21.3% |
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