+373.4%
VST vs PWR
+195.8%
+177.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.0% |
| 7D | +8.9% | +3.6% | +5.3% | +5.8% |
| 30D | +6.2% | -8.6% | +14.8% | +13.5% |
| 3M | -2.7% | -13.2% | +10.4% | +7.0% |
| 6M | -8.4% | +9.9% | -18.3% | -20.9% |
| YTD | -7.2% | +48.0% | -55.2% | -40.9% |
| 1Y | -20.9% | +66.2% | -87.1% | -55.6% |
| All | +373.4% | +195.8% | +177.6% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling