+222.1%
PWR vs VLTO
+69.5%
+152.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.2% |
| 7D | -12.9% | +5.4% | -18.3% | -13.7% |
| 30D | -22.8% | +22.3% | -45.2% | -26.1% |
| 3M | -19.0% | +19.6% | -38.6% | -22.0% |
| 6M | -31.1% | +35.2% | -66.3% | -36.9% |
| YTD | +28.2% | +17.9% | +10.4% | +24.4% |
| 1Y | +22.2% | +19.5% | +2.7% | +17.3% |
| 3Y | +222.1% | +73.9% | +148.2% | +175.0% |
| All | +222.1% | +69.5% | +152.6% | +175.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling