+2,521.4%
PWR vs VSH
+196.4%
+2,325.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.1% | -1.0% | +2.7% |
| 7D | +4.2% | +4.8% | -0.6% | +2.3% |
| 30D | -4.0% | -0.7% | -3.3% | -4.0% |
| 3M | -4.8% | -43.1% | +38.3% | +16.1% |
| 6M | +14.6% | +91.8% | -77.1% | -17.5% |
| YTD | +54.2% | +131.6% | -77.4% | +1.7% |
| 1Y | +67.1% | +118.1% | -51.0% | +12.1% |
| 3Y | +218.5% | +40.9% | +177.6% | +143.3% |
| 5Y | +466.3% | +75.8% | +390.5% | +277.1% |
| All | +2,521.4% | +196.4% | +2,325.0% | +1,110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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