-22.9%
PXJ vs VOO
+807.8%
-830.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.0% |
| 7D | -1.5% | -0.4% | -1.1% | -1.1% |
| 30D | +7.1% | -1.4% | +8.4% | +8.9% |
| 3M | +12.0% | +3.7% | +8.3% | +6.3% |
| 6M | +18.6% | +13.0% | +5.5% | +0.3% |
| YTD | +63.6% | +12.4% | +51.2% | +39.3% |
| 1Y | +80.7% | +18.6% | +62.1% | +43.4% |
| 3Y | +67.8% | +78.1% | -10.3% | -21.9% |
| 5Y | +228.3% | +82.3% | +146.0% | +44.8% |
| 10Y | +12.5% | +322.5% | -310.0% | -84.8% |
| All | -22.9% | +807.8% | -830.7% | -96.8% |
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