+962.7%
VST vs PWR
+2,008.8%
-1,046.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -11.7% | -2.2% | -7.3% |
| 7D | -15.7% | -4.4% | -11.4% | -13.4% |
| 30D | -17.0% | -15.1% | -1.9% | -8.7% |
| 3M | -15.9% | -16.2% | +0.4% | -7.3% |
| 6M | -25.0% | -23.3% | -1.6% | -14.0% |
| YTD | -25.1% | +37.6% | -62.7% | -39.1% |
| 1Y | -34.9% | +32.4% | -67.3% | -45.8% |
| 3Y | +252.7% | +244.2% | +8.5% | +101.0% |
| 5Y | +582.3% | +416.2% | +166.1% | +222.0% |
| 10Y | +1,076.6% | +2,008.1% | -931.5% | +226.6% |
| All | +962.7% | +2,008.8% | -1,046.1% | +194.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling