+254.1%
PWR vs VLTO
+55.4%
+198.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | +19.1% | +0.8% | +18.3% | +18.9% |
| 30D | -12.0% | +18.7% | -30.7% | -15.8% |
| 3M | -10.6% | +21.7% | -32.3% | -15.1% |
| 6M | -20.8% | +35.8% | -56.7% | -28.7% |
| YTD | +43.7% | +18.3% | +25.5% | +37.6% |
| 1Y | +35.0% | +20.9% | +14.1% | +27.3% |
| 3Y | +249.4% | +68.8% | +180.6% | +169.5% |
| All | +254.1% | +55.4% | +198.8% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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