+240.7%
PWR vs VLTO
+56.3%
+184.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -11.2% | +1.6% | -12.9% | -11.6% |
| 30D | -17.4% | +22.0% | -39.3% | -21.5% |
| 3M | -11.7% | +21.9% | -33.6% | -16.3% |
| 6M | -21.7% | +36.5% | -58.2% | -29.6% |
| YTD | +38.3% | +19.0% | +19.3% | +32.2% |
| 1Y | +29.6% | +21.0% | +8.6% | +22.4% |
| 3Y | +236.1% | +69.9% | +166.3% | +158.8% |
| All | +240.7% | +56.3% | +184.4% | +174.0% |
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