+250.0%
PWR vs VXUS
+69.1%
+180.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.8% | +6.5% | +5.7% |
| 7D | -4.8% | +0.8% | -5.5% | -5.5% |
| 30D | -16.2% | -1.9% | -14.3% | -13.8% |
| 3M | -11.9% | -4.4% | -7.5% | -6.5% |
| 6M | -20.6% | -2.0% | -18.6% | -17.9% |
| YTD | +40.3% | +11.1% | +29.1% | +24.5% |
| 1Y | +33.0% | +15.1% | +18.0% | +13.4% |
| 3Y | +250.0% | +70.4% | +179.6% | +91.7% |
| All | +250.0% | +69.1% | +180.9% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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