+2,426.3%
PWR vs VFC
-69.9%
+2,496.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.3% |
| 7D | +2.7% | -2.3% | +5.0% | +3.3% |
| 30D | -5.1% | -13.4% | +8.2% | -1.6% |
| 3M | -9.4% | -23.7% | +14.3% | -3.8% |
| 6M | +10.4% | -24.5% | +34.9% | +16.9% |
| YTD | +48.6% | -27.8% | +76.5% | +58.2% |
| 1Y | +68.0% | -13.5% | +81.5% | +68.1% |
| 3Y | +204.7% | -27.1% | +231.8% | +180.6% |
| 5Y | +451.9% | -79.0% | +530.9% | +748.3% |
| All | +2,426.3% | -69.9% | +2,496.2% | +3,151.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling