+250.0%
PWR vs VT
+74.1%
+175.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.7% | +5.3% |
| 7D | -4.8% | +0.4% | -5.1% | -5.0% |
| 30D | -16.2% | -2.6% | -13.6% | -12.3% |
| 3M | -11.9% | -3.2% | -8.7% | -6.8% |
| 6M | -20.6% | +0.9% | -21.5% | -20.8% |
| YTD | +40.3% | +11.3% | +28.9% | +21.4% |
| 1Y | +33.0% | +14.0% | +19.0% | +11.4% |
| 3Y | +250.0% | +75.8% | +174.2% | +58.8% |
| All | +250.0% | +74.1% | +175.9% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling