+2,348.3%
PWR vs VCIT
+28.6%
+2,319.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +3.6% | -0.3% | +3.9% | +3.9% |
| 30D | -8.6% | -0.8% | -7.8% | -8.1% |
| 3M | -13.2% | -1.0% | -12.2% | -12.5% |
| 6M | +9.9% | -1.8% | +11.7% | +11.5% |
| YTD | +48.0% | -0.7% | +48.7% | +49.0% |
| 1Y | +66.2% | +1.0% | +65.2% | +65.4% |
| 3Y | +195.1% | +18.8% | +176.3% | +161.4% |
| 5Y | +442.6% | +3.5% | +439.1% | +414.6% |
| All | +2,348.3% | +28.6% | +2,319.7% | +2,613.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling