+210.6%
PWR vs STLA
-65.4%
+276.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.4% | +2.8% |
| 7D | +4.5% | +0.7% | +3.8% | +4.4% |
| 30D | -4.9% | -2.4% | -2.5% | -4.7% |
| 3M | -7.9% | -23.9% | +16.0% | -4.2% |
| 6M | +18.3% | -24.6% | +43.0% | +22.6% |
| YTD | +51.5% | -50.5% | +102.0% | +67.2% |
| 1Y | +70.3% | -39.8% | +110.2% | +77.4% |
| 3Y | +210.6% | -65.6% | +276.2% | +236.0% |
| All | +210.6% | -65.4% | +276.0% | +236.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling