+456.7%
PWR vs VFC
-78.3%
+535.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.7% |
| 7D | +4.5% | +0.8% | +3.7% | +4.4% |
| 30D | -4.9% | -11.9% | +7.1% | -2.9% |
| 3M | -7.9% | -20.2% | +12.3% | -4.9% |
| 6M | +18.3% | -23.0% | +41.3% | +22.6% |
| YTD | +51.5% | -26.2% | +77.7% | +57.4% |
| 1Y | +70.3% | -13.3% | +83.6% | +70.7% |
| 3Y | +210.6% | -25.5% | +236.1% | +197.6% |
| 5Y | +456.7% | -78.1% | +534.8% | +763.0% |
| All | +456.7% | -78.3% | +535.0% | +763.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling