+216.0%
PWR vs VLTO
+54.8%
+161.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.1% |
| 7D | -12.9% | +5.4% | -18.3% | -13.9% |
| 30D | -22.8% | +22.3% | -45.2% | -26.8% |
| 3M | -19.0% | +19.6% | -38.6% | -22.8% |
| 6M | -31.1% | +35.2% | -66.3% | -37.9% |
| YTD | +28.2% | +17.9% | +10.4% | +22.9% |
| 1Y | +22.2% | +19.5% | +2.7% | +15.8% |
| 3Y | +222.1% | +73.9% | +148.2% | +143.2% |
| All | +216.0% | +54.8% | +161.1% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling