+314.1%
VOO vs PWR
+2,415.0%
-2,100.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | -1.7% | -7.7% | +6.1% | +0.6% |
| 3M | +4.7% | -4.9% | +9.7% | +5.2% |
| 6M | +12.6% | +9.7% | +2.8% | +6.7% |
| YTD | +11.8% | +46.7% | -34.9% | -4.5% |
| 1Y | +17.5% | +58.7% | -41.2% | -2.8% |
| 3Y | +77.0% | +200.7% | -123.7% | +11.6% |
| 5Y | +82.6% | +438.6% | -356.0% | -10.1% |
| All | +314.1% | +2,415.0% | -2,100.9% | +3.8% |
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