+411.1%
PWR vs VCLT
-16.7%
+427.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +11.3% | -2.3% | +13.6% | +12.5% |
| 30D | -8.9% | +0.8% | -9.6% | -9.4% |
| 3M | -10.5% | -2.7% | -7.8% | -9.5% |
| 6M | -22.2% | -4.3% | -17.9% | -20.5% |
| YTD | +42.7% | -4.3% | +47.1% | +45.9% |
| 1Y | +41.1% | -4.4% | +45.5% | +44.3% |
| 3Y | +242.7% | +13.8% | +229.0% | +222.0% |
| All | +411.1% | -16.7% | +427.8% | +409.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling