+1,142.3%
VST vs PWR
+1,887.5%
-745.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.5% | -0.7% |
| 7D | +10.9% | +4.7% | +6.2% | +7.9% |
| 30D | -15.6% | -12.5% | -3.1% | -9.1% |
| 3M | -7.8% | -9.3% | +1.6% | -2.8% |
| 6M | -12.0% | -22.2% | +10.2% | 0.0% |
| YTD | -16.9% | +44.2% | -61.1% | -34.4% |
| 1Y | -25.1% | +35.5% | -60.6% | -38.7% |
| 3Y | +297.1% | +250.4% | +46.6% | +121.2% |
| 5Y | +641.9% | +425.6% | +216.3% | +241.2% |
| 10Y | +1,142.3% | +1,874.2% | -731.9% | +216.8% |
| All | +1,142.3% | +1,887.5% | -745.2% | +216.8% |
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