+111.1%
PVAL vs VOO
+75.1%
+36.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.4% |
| 7D | -0.8% | -0.9% | +0.1% | -0.1% |
| 30D | +2.0% | -2.3% | +4.3% | +3.8% |
| 3M | +1.6% | -1.2% | +2.7% | +2.4% |
| 6M | +11.9% | +3.3% | +8.6% | +8.8% |
| YTD | +22.0% | +12.3% | +9.7% | +10.8% |
| 1Y | +26.3% | +12.5% | +13.8% | +14.5% |
| 3Y | +96.2% | +79.2% | +17.1% | +21.3% |
| 5Y | +111.1% | +75.7% | +35.4% | +30.7% |
| All | +111.1% | +75.1% | +36.0% | +30.7% |
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