+32.4%
PWR vs VCLT
-3.2%
+35.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +1.0% | -12.7% | -12.2% |
| 7D | -4.4% | +0.4% | -4.8% | -4.5% |
| 30D | -15.1% | +3.9% | -19.0% | -18.1% |
| 3M | -16.2% | -1.9% | -14.3% | -13.5% |
| 6M | -23.3% | -2.6% | -20.7% | -20.0% |
| YTD | +37.6% | -3.1% | +40.7% | +44.2% |
| 1Y | +32.4% | -3.6% | +36.0% | +40.2% |
| All | +32.4% | -3.2% | +35.6% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling