+2,393.1%
PWR vs VMC
+154.4%
+2,238.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | -0.2% | -3.7% | +3.5% | +1.6% |
| 30D | -7.7% | -12.8% | +5.0% | -1.5% |
| 3M | -4.9% | -7.9% | +3.0% | -2.3% |
| 6M | +9.7% | -7.5% | +17.2% | +12.3% |
| YTD | +46.7% | -11.6% | +58.3% | +52.8% |
| 1Y | +58.7% | -14.3% | +73.0% | +67.9% |
| 3Y | +200.7% | +18.5% | +182.2% | +167.3% |
| 5Y | +438.6% | +46.8% | +391.8% | +325.1% |
| All | +2,393.1% | +154.4% | +2,238.7% | +1,432.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling