+8,390.6%
PWR vs VFC
+172.3%
+8,218.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -0.1% |
| 7D | +3.6% | -1.6% | +5.2% | +4.1% |
| 30D | -8.6% | -11.6% | +3.1% | -4.7% |
| 3M | -13.2% | -18.1% | +4.9% | -8.4% |
| 6M | +9.9% | -27.4% | +37.2% | +20.0% |
| YTD | +48.0% | -24.8% | +72.9% | +58.4% |
| 1Y | +66.2% | -8.2% | +74.4% | +62.6% |
| 3Y | +195.1% | -29.1% | +224.2% | +165.7% |
| 5Y | +442.6% | -79.2% | +521.7% | +698.4% |
| 10Y | +2,334.2% | -68.1% | +2,402.3% | +2,650.3% |
| All | +8,390.6% | +172.3% | +8,218.3% | +3,706.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling