+1,874.2%
PWR vs VCIT
+30.9%
+1,843.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.2% | +4.2% |
| 7D | +4.7% | -0.5% | +5.2% | +5.1% |
| 30D | -12.5% | +1.5% | -14.0% | -13.6% |
| 3M | -9.3% | -1.0% | -8.4% | -8.8% |
| 6M | -22.2% | -1.7% | -20.5% | -21.2% |
| YTD | +44.2% | -1.4% | +45.5% | +45.7% |
| 1Y | +35.5% | -0.9% | +36.5% | +36.6% |
| 3Y | +250.4% | +19.8% | +230.6% | +207.5% |
| 5Y | +425.6% | +4.6% | +421.0% | +395.5% |
| 10Y | +1,874.2% | +31.5% | +1,842.7% | +2,057.5% |
| All | +1,874.2% | +30.9% | +1,843.3% | +2,057.5% |
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