+1,831.6%
PWR vs VIG
+262.6%
+1,569.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +11.3% | +3.5% | +7.8% | +6.9% |
| 30D | -8.9% | +4.9% | -13.8% | -14.0% |
| 3M | -10.5% | +2.5% | -13.0% | -13.1% |
| 6M | -22.2% | +11.0% | -33.2% | -31.4% |
| YTD | +42.7% | +16.0% | +26.8% | +19.6% |
| 1Y | +41.1% | +17.5% | +23.6% | +16.5% |
| 3Y | +242.7% | +67.0% | +175.7% | +87.8% |
| 5Y | +418.5% | +64.8% | +353.7% | +191.3% |
| All | +1,831.6% | +262.6% | +1,569.0% | +319.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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