+1,831.6%
PWR vs STLA
-4.1%
+1,835.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.4% |
| 7D | +11.3% | -13.8% | +25.1% | +16.1% |
| 30D | -8.9% | -10.5% | +1.7% | -6.3% |
| 3M | -10.5% | -28.9% | +18.4% | -2.2% |
| 6M | -22.2% | -49.7% | +27.6% | -5.9% |
| YTD | +42.7% | -64.9% | +107.7% | +87.7% |
| 1Y | +41.1% | -64.0% | +105.1% | +83.2% |
| 3Y | +242.7% | -77.4% | +320.2% | +398.4% |
| 5Y | +418.5% | -74.4% | +493.0% | +590.3% |
| All | +1,831.6% | -4.1% | +1,835.7% | +1,361.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling