+8,087.4%
PWR vs VMC
+1,165.3%
+6,922.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +11.3% | -1.3% | +12.6% | +12.1% |
| 30D | -8.9% | +15.5% | -24.3% | -16.0% |
| 3M | -10.5% | +0.6% | -11.1% | -11.5% |
| 6M | -22.2% | +2.1% | -24.2% | -24.6% |
| YTD | +42.7% | -1.6% | +44.3% | +40.0% |
| 1Y | +41.1% | -1.2% | +42.3% | +38.2% |
| 3Y | +242.7% | +35.3% | +207.4% | +181.5% |
| 5Y | +418.5% | +43.6% | +374.9% | +307.9% |
| 10Y | +1,855.0% | +126.7% | +1,728.2% | +1,012.7% |
| All | +8,087.4% | +1,165.3% | +6,922.1% | +1,529.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling