+2,010.2%
VRT vs PWR
+1,721.2%
+289.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | +18.6% | +19.1% | -0.5% | +3.4% |
| 30D | -11.7% | -12.0% | +0.4% | -1.3% |
| 3M | -27.3% | -10.6% | -16.7% | -19.8% |
| 6M | -42.9% | -20.8% | -22.1% | -30.8% |
| YTD | +29.5% | +43.7% | -14.2% | +0.2% |
| 1Y | +21.0% | +35.0% | -13.9% | -1.3% |
| 3Y | +403.1% | +249.4% | +153.7% | +144.6% |
| 5Y | +688.8% | +422.1% | +266.7% | +216.0% |
| All | +2,010.2% | +1,721.2% | +289.0% | +356.3% |
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