+2,521.4%
PWR vs VCLT
+17.1%
+2,504.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +4.2% | -1.4% | +5.5% | +4.8% |
| 30D | -4.0% | -1.2% | -2.9% | -3.6% |
| 3M | -4.8% | -4.8% | 0.0% | -2.9% |
| 6M | +14.6% | -2.6% | +17.2% | +15.9% |
| YTD | +54.2% | -3.3% | +57.6% | +56.5% |
| 1Y | +67.1% | -4.8% | +71.9% | +70.5% |
| 3Y | +218.5% | +11.5% | +206.9% | +205.8% |
| 5Y | +466.3% | -17.0% | +483.2% | +488.2% |
| All | +2,521.4% | +17.1% | +2,504.4% | +2,760.4% |
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