+227.8%
VST vs PWR
+202.1%
+25.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -12.3% | +6.1% | +4.2% |
| 7D | -19.9% | -19.9% | -0.1% | -3.7% |
| 30D | -29.7% | -29.3% | -0.4% | -6.3% |
| 3M | -19.6% | -25.5% | +5.9% | +1.7% |
| 6M | -29.4% | -34.0% | +4.6% | -2.0% |
| YTD | -29.7% | +20.7% | -50.4% | -49.5% |
| 1Y | -40.0% | +12.3% | -52.4% | -53.6% |
| All | +227.8% | +202.1% | +25.7% | +31.3% |
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 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