+588.9%
VST vs PWR
+348.7%
+240.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +6.3% | +4.3% | +6.3% |
| 7D | -9.8% | -12.9% | +3.1% | -0.8% |
| 30D | -25.1% | -22.8% | -2.3% | -10.7% |
| 3M | -11.6% | -19.0% | +7.4% | +1.5% |
| 6M | -20.9% | -31.1% | +10.2% | +0.2% |
| YTD | -22.3% | +28.2% | -50.5% | -38.6% |
| 1Y | -32.0% | +22.2% | -54.2% | -44.4% |
| 3Y | +262.4% | +222.1% | +40.3% | +90.7% |
| All | +588.9% | +348.7% | +240.2% | +204.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling