-20.9%
VST vs PWR
+66.5%
-87.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.2% |
| 7D | +8.9% | +3.6% | +5.3% | +6.9% |
| 30D | +6.2% | -8.6% | +14.8% | +11.0% |
| 3M | -2.7% | -13.2% | +10.4% | +4.6% |
| 6M | -8.4% | +9.9% | -18.3% | -16.5% |
| YTD | -7.2% | +48.0% | -55.2% | -33.4% |
| 1Y | -20.9% | +66.2% | -87.1% | -48.6% |
| All | -20.9% | +66.5% | -87.4% | -48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling