+1,844.9%
PWR vs VFC
-50.3%
+1,895.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.5% |
| 7D | +19.1% | -1.4% | +20.5% | +19.6% |
| 30D | -12.0% | +24.6% | -36.7% | -17.1% |
| 3M | -10.6% | +38.4% | -49.0% | -18.2% |
| 6M | -20.8% | +15.3% | -36.1% | -24.9% |
| YTD | +43.7% | +12.7% | +31.0% | +35.7% |
| 1Y | +35.0% | +32.7% | +2.3% | +21.3% |
| 3Y | +249.4% | +43.7% | +205.7% | +165.6% |
| 5Y | +422.1% | -69.2% | +491.3% | +636.6% |
| All | +1,844.9% | -50.3% | +1,895.2% | +2,112.4% |
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