+1,831.6%
PWR vs VCLT
+21.5%
+1,810.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +11.3% | -2.3% | +13.6% | +12.3% |
| 30D | -8.9% | +0.8% | -9.6% | -9.3% |
| 3M | -10.5% | -2.7% | -7.8% | -9.7% |
| 6M | -22.2% | -4.3% | -17.9% | -20.9% |
| YTD | +42.7% | -4.3% | +47.1% | +45.3% |
| 1Y | +41.1% | -4.4% | +45.5% | +43.7% |
| 3Y | +242.7% | +13.8% | +229.0% | +226.0% |
| 5Y | +418.5% | -17.0% | +435.5% | +440.2% |
| All | +1,831.6% | +21.5% | +1,810.1% | +2,058.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling