+407.5%
VUG vs PWR
+1,857.9%
-1,450.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | +4.4% | +19.1% | -14.7% | -1.7% |
| 30D | -7.3% | -12.0% | +4.7% | -4.2% |
| 3M | -4.2% | -10.6% | +6.3% | -2.0% |
| 6M | -1.6% | -20.8% | +19.2% | +4.0% |
| YTD | +4.9% | +43.7% | -38.8% | -12.0% |
| 1Y | +3.8% | +35.0% | -31.2% | -11.0% |
| 3Y | +79.4% | +249.4% | -170.0% | +3.9% |
| 5Y | +63.9% | +422.1% | -358.2% | -20.5% |
| All | +407.5% | +1,857.9% | -1,450.3% | +40.8% |
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