+32.4%
PWR vs VMC
+3.7%
+28.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +4.6% | -16.3% | -12.3% |
| 7D | -4.4% | +12.3% | -16.7% | -6.5% |
| 30D | -15.1% | +21.2% | -36.3% | -18.3% |
| 3M | -16.2% | +4.6% | -20.9% | -16.7% |
| 6M | -23.3% | +3.9% | -27.2% | -24.1% |
| YTD | +37.6% | +5.0% | +32.6% | +30.1% |
| 1Y | +32.4% | +2.6% | +29.8% | +28.0% |
| All | +32.4% | +3.7% | +28.7% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling