+1,164.9%
VST vs PWR
+1,844.4%
-679.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | +6.6% | +11.3% | -4.7% | +0.3% |
| 30D | -12.4% | -8.9% | -3.5% | -7.8% |
| 3M | -9.0% | -10.5% | +1.5% | -3.4% |
| 6M | -6.4% | -22.2% | +15.7% | +6.3% |
| YTD | -17.2% | +42.7% | -59.9% | -34.2% |
| 1Y | -22.0% | +41.1% | -63.1% | -37.6% |
| 3Y | +296.7% | +242.7% | +53.9% | +123.2% |
| 5Y | +637.6% | +418.5% | +219.1% | +241.4% |
| All | +1,164.9% | +1,844.4% | -679.6% | +222.5% |
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