+8,390.6%
PWR vs VSH
+376.2%
+8,014.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | -1.0% |
| 7D | +3.6% | +4.1% | -0.5% | +2.0% |
| 30D | -8.6% | -4.2% | -4.4% | -7.5% |
| 3M | -13.2% | -50.0% | +36.8% | +10.1% |
| 6M | +9.9% | +80.2% | -70.3% | -16.3% |
| YTD | +48.0% | +121.1% | -73.1% | +3.5% |
| 1Y | +66.2% | +112.0% | -45.8% | +17.2% |
| 3Y | +195.1% | +22.5% | +172.6% | +141.5% |
| 5Y | +442.6% | +64.0% | +378.5% | +289.8% |
| 10Y | +2,334.2% | +170.4% | +2,163.9% | +1,269.7% |
| All | +8,390.6% | +376.2% | +8,014.4% | +3,400.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling