+70.1%
PWR vs VG
-46.6%
+116.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +3.7% |
| 7D | +4.7% | +5.5% | -0.8% | +4.2% |
| 30D | -12.5% | -3.6% | -8.9% | -12.2% |
| 3M | -9.3% | -4.0% | -5.3% | -9.1% |
| 6M | -22.2% | +9.4% | -31.6% | -23.7% |
| YTD | +44.2% | +86.6% | -42.5% | +25.8% |
| 1Y | +35.5% | +69.5% | -34.0% | +19.8% |
| All | +70.1% | -46.6% | +116.7% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling