+469.4%
PWR vs VCLT
-17.2%
+486.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +4.2% | -1.4% | +5.5% | +4.9% |
| 30D | -4.0% | -1.2% | -2.9% | -3.5% |
| 3M | -4.8% | -4.8% | 0.0% | -2.4% |
| 6M | +14.6% | -2.6% | +17.2% | +16.3% |
| YTD | +54.2% | -3.3% | +57.6% | +57.1% |
| 1Y | +67.1% | -4.8% | +71.9% | +71.4% |
| 3Y | +218.5% | +11.5% | +206.9% | +202.3% |
| All | +469.4% | -17.2% | +486.6% | +468.2% |
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 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