+1,855.0%
VRT vs PWR
+1,652.0%
+202.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.0% |
| 7D | -17.7% | -11.2% | -6.5% | -9.1% |
| 30D | -20.0% | -17.4% | -2.6% | -6.2% |
| 3M | -28.1% | -11.7% | -16.3% | -19.9% |
| 6M | -42.8% | -21.7% | -21.1% | -30.1% |
| YTD | +20.0% | +38.3% | -18.3% | -4.3% |
| 1Y | +3.5% | +29.6% | -26.1% | -12.9% |
| 3Y | +366.1% | +236.1% | +130.0% | +133.5% |
| 5Y | +632.2% | +406.3% | +225.8% | +201.2% |
| All | +1,855.0% | +1,652.0% | +202.9% | +335.6% |
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