-34.0%
PWR vs VG
-13.2%
-20.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -4.0% | -8.3% | -12.1% |
| 7D | -19.9% | -22.0% | +2.1% | -19.7% |
| 30D | -29.3% | -14.7% | -14.5% | -28.9% |
| 3M | -25.5% | -7.1% | -18.4% | -24.6% |
| 6M | -34.0% | -11.2% | -22.9% | -32.9% |
| All | -34.0% | -13.2% | -20.8% | -32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling