+8,143.9%
PWR vs VFC
+308.3%
+7,835.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.7% |
| 7D | +19.1% | -1.4% | +20.5% | +19.7% |
| 30D | -12.0% | +24.6% | -36.7% | -18.8% |
| 3M | -10.6% | +38.4% | -49.0% | -20.7% |
| 6M | -20.8% | +15.3% | -36.1% | -26.3% |
| YTD | +43.7% | +12.7% | +31.0% | +32.9% |
| 1Y | +35.0% | +32.7% | +2.3% | +16.9% |
| 3Y | +249.4% | +43.7% | +205.7% | +144.1% |
| 5Y | +422.1% | -69.2% | +491.3% | +570.7% |
| 10Y | +1,868.4% | -50.0% | +1,918.4% | +1,786.1% |
| All | +8,143.9% | +308.3% | +7,835.5% | +3,093.6% |
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