+251.7%
PWR vs VLTO
+56.4%
+195.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +11.3% | +1.0% | +10.3% | +11.1% |
| 30D | -8.9% | +17.5% | -26.3% | -12.5% |
| 3M | -10.5% | +21.4% | -31.9% | -15.0% |
| 6M | -22.2% | +38.1% | -60.3% | -30.3% |
| YTD | +42.7% | +19.0% | +23.7% | +36.5% |
| 1Y | +41.1% | +20.7% | +20.5% | +33.6% |
| 3Y | +242.7% | +64.3% | +178.5% | +169.6% |
| All | +251.7% | +56.4% | +195.3% | +182.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling