+35.5%
PWR vs VG
+51.8%
-16.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +4.1% |
| 7D | +4.7% | +5.5% | -0.8% | +4.6% |
| 30D | -12.5% | -3.6% | -8.9% | -12.5% |
| 3M | -9.3% | -4.0% | -5.3% | -9.2% |
| 6M | -22.2% | +9.4% | -31.6% | -21.6% |
| YTD | +44.2% | +86.6% | -42.5% | +34.2% |
| 1Y | +35.5% | +69.5% | -34.0% | +27.4% |
| All | +35.5% | +51.8% | -16.2% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling