+63.1%
PWR vs VG
-49.4%
+112.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.6% |
| 7D | -11.2% | -7.7% | -3.5% | -10.4% |
| 30D | -17.4% | -8.8% | -8.6% | -16.7% |
| 3M | -11.7% | -15.6% | +3.9% | -10.5% |
| 6M | -21.7% | +5.2% | -26.9% | -23.0% |
| YTD | +38.3% | +76.9% | -38.6% | +21.3% |
| 1Y | +29.6% | +42.5% | -12.9% | +17.4% |
| All | +63.1% | -49.4% | +112.5% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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