+2,714.4%
PWR vs VCIT
+96.4%
+2,618.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.3% |
| 7D | -12.9% | +0.1% | -13.0% | -12.9% |
| 30D | -22.8% | +1.9% | -24.8% | -23.5% |
| 3M | -19.0% | -1.4% | -17.6% | -18.6% |
| 6M | -31.1% | -2.1% | -29.0% | -30.5% |
| YTD | +28.2% | -1.6% | +29.9% | +29.1% |
| 1Y | +22.2% | -0.9% | +23.1% | +22.7% |
| 3Y | +222.1% | +20.0% | +202.1% | +203.9% |
| 5Y | +364.1% | +3.1% | +360.9% | +341.0% |
| 10Y | +1,864.5% | +28.7% | +1,835.8% | +1,888.0% |
| All | +2,714.4% | +96.4% | +2,618.0% | +4,021.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling