+160.5%
VEA vs PWR
+1,844.4%
-1,684.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +2.3% | +11.3% | -9.0% | -0.7% |
| 30D | +0.2% | -8.9% | +9.1% | +1.8% |
| 3M | -5.3% | -10.5% | +5.2% | -3.7% |
| 6M | -0.9% | -22.2% | +21.2% | +4.1% |
| YTD | +12.2% | +42.7% | -30.5% | -1.9% |
| 1Y | +16.1% | +41.1% | -25.0% | +1.6% |
| 3Y | +73.0% | +242.7% | -169.8% | +10.1% |
| 5Y | +53.7% | +418.5% | -364.8% | -17.4% |
| All | +160.5% | +1,844.4% | -1,684.0% | -18.1% |
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