+2,521.4%
PWR vs VTV
+234.5%
+2,286.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.3% |
| 7D | +4.2% | -1.1% | +5.3% | +5.6% |
| 30D | -4.0% | -1.0% | -3.0% | -2.9% |
| 3M | -4.8% | +4.6% | -9.4% | -9.9% |
| 6M | +14.6% | +13.5% | +1.1% | -1.1% |
| YTD | +54.2% | +18.5% | +35.7% | +26.4% |
| 1Y | +67.1% | +22.9% | +44.2% | +31.3% |
| 3Y | +218.5% | +67.8% | +150.6% | +73.5% |
| 5Y | +466.3% | +81.8% | +384.4% | +182.9% |
| All | +2,521.4% | +234.5% | +2,286.9% | +488.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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