+68.4%
PWR vs VG
-44.6%
+113.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +11.3% | +14.0% | -2.7% | +9.8% |
| 30D | -8.9% | -1.0% | -7.9% | -8.9% |
| 3M | -10.5% | -2.7% | -7.8% | -10.5% |
| 6M | -22.2% | +1.5% | -23.6% | -23.0% |
| YTD | +42.7% | +93.7% | -51.0% | +24.0% |
| 1Y | +41.1% | +68.5% | -27.4% | +25.2% |
| All | +68.4% | -44.6% | +113.0% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling