+158.0%
VEA vs PWR
+1,893.3%
-1,735.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.3% |
| 7D | 0.0% | -11.2% | +11.2% | +3.2% |
| 30D | -1.4% | -17.4% | +16.0% | +3.8% |
| 3M | -4.1% | -11.7% | +7.7% | -1.7% |
| 6M | -1.3% | -21.7% | +20.4% | +4.2% |
| YTD | +12.1% | +38.3% | -26.2% | -3.4% |
| 1Y | +16.1% | +29.6% | -13.5% | +2.0% |
| 3Y | +73.0% | +236.1% | -163.1% | +4.3% |
| 5Y | +55.1% | +406.3% | -351.2% | -22.0% |
| 10Y | +156.9% | +1,796.7% | -1,639.8% | -25.6% |
| All | +158.0% | +1,893.3% | -1,735.3% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling