+1,826.8%
PWR vs VT
+215.5%
+1,611.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.0% | +6.0% |
| 7D | -12.9% | -2.3% | -10.5% | -10.2% |
| 30D | -22.8% | -5.0% | -17.9% | -17.6% |
| 3M | -19.0% | -4.9% | -14.1% | -13.5% |
| 6M | -31.1% | -1.5% | -29.6% | -29.0% |
| YTD | +28.2% | +8.5% | +19.8% | +17.7% |
| 1Y | +22.2% | +11.4% | +10.8% | +9.0% |
| 3Y | +222.1% | +70.1% | +152.0% | +78.4% |
| 5Y | +364.1% | +53.7% | +310.3% | +190.5% |
| All | +1,826.8% | +215.5% | +1,611.2% | +396.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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