+451.9%
PWR vs VSH
+67.3%
+384.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | +2.7% | +3.5% | -0.9% | +1.4% |
| 30D | -5.1% | -4.4% | -0.8% | -3.8% |
| 3M | -9.4% | -45.8% | +36.4% | +9.0% |
| 6M | +10.4% | +90.1% | -79.7% | -16.2% |
| YTD | +48.6% | +120.3% | -71.7% | +6.4% |
| 1Y | +68.0% | +112.2% | -44.2% | +21.2% |
| 3Y | +204.7% | +36.6% | +168.1% | +152.1% |
| 5Y | +451.9% | +67.0% | +384.9% | +293.6% |
| All | +451.9% | +67.3% | +384.7% | +293.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling