+32.4%
PWR vs VFC
+52.5%
-20.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +4.4% | -16.1% | -12.1% |
| 7D | -4.4% | +21.5% | -25.8% | -6.5% |
| 30D | -15.1% | +46.7% | -61.7% | -19.1% |
| 3M | -16.2% | +38.4% | -54.6% | -19.8% |
| 6M | -23.3% | +15.2% | -38.6% | -25.0% |
| YTD | +37.6% | +17.8% | +19.8% | +31.4% |
| 1Y | +32.4% | +55.6% | -23.2% | +20.5% |
| All | +32.4% | +52.5% | -20.1% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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