+446.0%
PWR vs VCIT
+4.1%
+442.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.0% |
| 3M | -13.2% | -1.0% | -12.2% | -12.4% |
| 6M | +9.9% | -1.8% | +11.7% | +11.8% |
| YTD | +48.0% | -0.7% | +48.7% | +49.2% |
| 1Y | +66.2% | +1.0% | +65.2% | +65.3% |
| 3Y | +195.1% | +18.8% | +176.3% | +156.1% |
| All | +446.0% | +4.1% | +442.0% | +378.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling