+476.5%
V vs PWR
+1,857.9%
-1,381.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.6% | -1.6% |
| 7D | -0.4% | +19.1% | -19.4% | -4.6% |
| 30D | +6.3% | -12.0% | +18.3% | +8.6% |
| 3M | +17.2% | -10.6% | +27.7% | +18.7% |
| 6M | +29.2% | -20.8% | +50.1% | +33.7% |
| YTD | +20.8% | +43.7% | -22.9% | +3.2% |
| 1Y | +25.0% | +35.0% | -10.0% | +8.5% |
| 3Y | +75.3% | +249.4% | -174.1% | +4.2% |
| 5Y | +105.8% | +422.1% | -316.3% | +0.9% |
| All | +476.5% | +1,857.9% | -1,381.3% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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