+167.4%
PTLC vs VOO
+344.2%
-176.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | 0.0% | +0.1% | -0.1% | 0.0% |
| 3M | +1.9% | +2.0% | -0.1% | +0.8% |
| 6M | +7.4% | +13.0% | -5.6% | +0.5% |
| YTD | +8.0% | +13.6% | -5.6% | +0.8% |
| 1Y | +13.9% | +20.1% | -6.2% | +3.3% |
| 3Y | +47.1% | +77.6% | -30.5% | +8.2% |
| 5Y | +58.6% | +82.4% | -23.8% | +14.4% |
| 10Y | +184.9% | +316.8% | -132.0% | +28.9% |
| All | +167.4% | +344.2% | -176.8% | +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 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