+567.3%
VRT vs PWR
+348.7%
+218.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.3% | -2.8% | -2.9% |
| 7D | -21.4% | -12.9% | -8.5% | -9.3% |
| 30D | -25.8% | -22.8% | -3.0% | -2.9% |
| 3M | -33.5% | -19.0% | -14.5% | -17.4% |
| 6M | -49.0% | -31.1% | -17.9% | -25.4% |
| YTD | +12.9% | +28.2% | -15.3% | -14.5% |
| 1Y | 0.0% | +22.2% | -22.2% | -20.0% |
| 3Y | +361.8% | +222.1% | +139.7% | +65.9% |
| All | +567.3% | +348.7% | +218.6% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling