+158.3%
VEA vs PWR
+2,415.0%
-2,256.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -1.1% | -7.7% | +6.7% | +1.0% |
| 3M | +5.1% | -4.9% | +10.0% | +5.7% |
| 6M | +9.8% | +9.7% | 0.0% | +5.3% |
| YTD | +15.9% | +46.7% | -30.8% | +1.8% |
| 1Y | +24.6% | +58.7% | -34.2% | +6.3% |
| 3Y | +75.5% | +200.7% | -125.2% | +17.9% |
| 5Y | +59.4% | +438.6% | -379.2% | -14.3% |
| All | +158.3% | +2,415.0% | -2,256.7% | -25.5% |
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