+2,328.7%
PWR vs VT
+224.5%
+2,104.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +3.6% | +0.4% | +3.2% | +3.0% |
| 30D | -8.6% | +1.0% | -9.6% | -9.7% |
| 3M | -13.2% | +2.4% | -15.5% | -15.1% |
| 6M | +9.9% | +12.0% | -2.1% | -3.4% |
| YTD | +48.0% | +15.3% | +32.7% | +25.5% |
| 1Y | +66.2% | +22.6% | +43.6% | +31.6% |
| 3Y | +195.1% | +74.7% | +120.4% | +57.5% |
| 5Y | +442.6% | +66.1% | +376.4% | +207.8% |
| All | +2,328.7% | +224.5% | +2,104.2% | +520.4% |
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