+57.3%
VUG vs PWR
+348.8%
-291.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.3% | -1.1% |
| 7D | -3.4% | -12.9% | +9.5% | +0.3% |
| 30D | -11.1% | -22.8% | +11.8% | -4.2% |
| 3M | -7.2% | -19.0% | +11.7% | -2.0% |
| 6M | -4.1% | -31.1% | +27.0% | +6.0% |
| YTD | +1.4% | +28.3% | -26.9% | -12.3% |
| 1Y | +1.9% | +22.2% | -20.3% | -10.4% |
| 3Y | +77.7% | +222.2% | -144.4% | +0.2% |
| All | +57.3% | +348.8% | -291.5% | -28.0% |
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 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