+206.9%
PWR vs VMC
+17.4%
+189.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -0.3% |
| 7D | +2.7% | -5.3% | +8.0% | +5.3% |
| 30D | -5.1% | -12.3% | +7.1% | +0.9% |
| 3M | -9.4% | -10.3% | +0.9% | -6.0% |
| 6M | +10.4% | -8.6% | +19.0% | +13.0% |
| YTD | +48.6% | -11.9% | +60.5% | +53.6% |
| 1Y | +68.0% | -13.9% | +81.9% | +76.1% |
| All | +206.9% | +17.4% | +189.5% | +159.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling