+218.5%
PWR vs VFC
-25.2%
+243.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.4% | +0.8% | +4.5% |
| 7D | +4.2% | -1.4% | +5.6% | +4.4% |
| 30D | -4.0% | -9.0% | +4.9% | -2.8% |
| 3M | -4.8% | -24.2% | +19.4% | -1.5% |
| 6M | +14.6% | -18.5% | +33.1% | +17.1% |
| YTD | +54.2% | -25.9% | +80.1% | +59.1% |
| 1Y | +67.1% | -13.0% | +80.1% | +67.4% |
| 3Y | +218.5% | -20.3% | +238.8% | +198.9% |
| All | +218.5% | -25.2% | +243.7% | +198.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling