+404.2%
PWR vs VT
+57.4%
+346.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.7% | +5.9% |
| 7D | -4.8% | +0.4% | -5.1% | -4.9% |
| 30D | -16.2% | -2.6% | -13.6% | -12.8% |
| 3M | -11.9% | -3.2% | -8.7% | -7.6% |
| 6M | -20.6% | +0.9% | -21.5% | -20.6% |
| YTD | +40.3% | +11.3% | +28.9% | +24.3% |
| 1Y | +33.0% | +14.0% | +19.0% | +14.7% |
| 3Y | +250.0% | +75.8% | +174.2% | +85.6% |
| 5Y | +404.2% | +57.8% | +346.3% | +225.1% |
| All | +404.2% | +57.4% | +346.8% | +225.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling