+1.9%
VUG vs PWR
+28.2%
-26.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -1.2% | -11.2% | +10.1% | +0.3% |
| 30D | -8.9% | -17.4% | +8.5% | -6.5% |
| 3M | -5.9% | -11.7% | +5.8% | -4.7% |
| 6M | -3.3% | -21.7% | +18.4% | -0.4% |
| YTD | +3.4% | +38.3% | -34.9% | -6.5% |
| 1Y | +1.9% | +29.6% | -27.7% | -6.3% |
| All | +1.9% | +28.2% | -26.3% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling