+8,390.6%
PWR vs VMC
+1,090.5%
+7,300.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.2% |
| 7D | +3.6% | -4.3% | +7.9% | +5.9% |
| 30D | -8.6% | -8.2% | -0.3% | -4.5% |
| 3M | -13.2% | -7.0% | -6.1% | -10.9% |
| 6M | +9.9% | -10.8% | +20.7% | +14.9% |
| YTD | +48.0% | -7.4% | +55.4% | +50.9% |
| 1Y | +66.2% | -9.5% | +75.7% | +71.4% |
| 3Y | +195.1% | +20.5% | +174.6% | +159.2% |
| 5Y | +442.6% | +51.6% | +391.0% | +316.4% |
| 10Y | +2,334.2% | +150.0% | +2,184.2% | +1,214.7% |
| All | +8,390.6% | +1,090.5% | +7,300.1% | +1,656.4% |
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