+1,796.7%
PWR vs VCIT
+30.3%
+1,766.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.9% |
| 7D | -11.2% | +0.1% | -11.3% | -11.4% |
| 30D | -17.4% | +1.1% | -18.5% | -18.2% |
| 3M | -11.7% | -1.4% | -10.4% | -11.0% |
| 6M | -21.7% | -2.3% | -19.4% | -20.4% |
| YTD | +38.3% | -1.8% | +40.1% | +40.2% |
| 1Y | +29.6% | -1.0% | +30.6% | +30.7% |
| 3Y | +236.1% | +19.3% | +216.9% | +195.9% |
| 5Y | +406.3% | +3.8% | +402.6% | +379.9% |
| 10Y | +1,796.7% | +30.6% | +1,766.1% | +1,972.4% |
| All | +1,796.7% | +30.3% | +1,766.4% | +1,972.4% |
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