+619.3%
PWR vs VSXY
+42.7%
+576.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.9% | -1.5% | +1.9% |
| 7D | +4.5% | -6.8% | +11.3% | +5.3% |
| 30D | -4.9% | -20.4% | +15.5% | -2.4% |
| 3M | -7.9% | +2.9% | -10.8% | -8.9% |
| 6M | +18.3% | +67.9% | -49.6% | +7.8% |
| YTD | +51.5% | +44.9% | +6.6% | +40.0% |
| 1Y | +70.3% | +205.9% | -135.6% | +40.3% |
| 3Y | +210.6% | +373.9% | -163.3% | +123.6% |
| 5Y | +456.7% | +23.5% | +433.2% | +369.3% |
| All | +619.3% | +42.7% | +576.6% | +492.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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