+66.2%
PWR vs VCLT
-0.4%
+66.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +3.6% | -0.5% | +4.1% | +4.1% |
| 30D | -8.6% | -0.9% | -7.7% | -7.6% |
| 3M | -13.2% | -3.2% | -9.9% | -9.7% |
| 6M | +9.9% | -3.8% | +13.7% | +14.6% |
| YTD | +48.0% | -2.0% | +50.0% | +52.1% |
| 1Y | +66.2% | -0.8% | +67.0% | +73.8% |
| All | +66.2% | -0.4% | +66.6% | +73.8% |
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