+817.5%
VOO vs PM
+674.9%
+142.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | -0.9% | -7.1% | +6.2% | +1.6% |
| 30D | -2.3% | -2.8% | +0.5% | -1.5% |
| 3M | -1.2% | +6.3% | -7.5% | -3.6% |
| 6M | +3.3% | +9.6% | -6.3% | -0.9% |
| YTD | +12.3% | +25.6% | -13.3% | +1.6% |
| 1Y | +12.5% | +29.7% | -17.2% | +0.3% |
| 3Y | +79.2% | +147.6% | -68.4% | +18.1% |
| 5Y | +75.7% | +160.1% | -84.4% | +11.5% |
| 10Y | +313.7% | +260.9% | +52.8% | +112.4% |
| All | +817.5% | +674.9% | +142.5% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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