+77.9%
VUG vs PWR
+247.1%
-169.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +2.5% | +11.3% | -8.8% | -0.5% |
| 30D | -6.3% | -8.9% | +2.6% | -4.7% |
| 3M | -6.0% | -10.5% | +4.5% | -4.3% |
| 6M | -3.5% | -22.2% | +18.6% | +1.8% |
| YTD | +3.9% | +42.7% | -38.8% | -11.3% |
| 1Y | +5.1% | +41.1% | -36.0% | -10.1% |
| 3Y | +77.9% | +242.7% | -164.9% | +9.0% |
| All | +77.9% | +247.1% | -169.2% | +9.0% |
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