+66.2%
PWR vs STLA
-38.0%
+104.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | +3.6% | +2.6% | +1.0% | +3.7% |
| 30D | -8.6% | -1.2% | -7.3% | -8.5% |
| 3M | -13.2% | -24.8% | +11.6% | -13.1% |
| 6M | +9.9% | -25.6% | +35.5% | +9.5% |
| YTD | +48.0% | -48.9% | +97.0% | +47.3% |
| 1Y | +66.2% | -38.8% | +104.9% | +64.6% |
| All | +66.2% | -38.0% | +104.2% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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