+456.7%
PWR vs STLA
-62.5%
+519.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.4% | +3.0% |
| 7D | +4.5% | +0.7% | +3.8% | +4.3% |
| 30D | -4.9% | -2.4% | -2.5% | -4.7% |
| 3M | -7.9% | -23.9% | +16.0% | -2.9% |
| 6M | +18.3% | -24.6% | +43.0% | +24.3% |
| YTD | +51.5% | -50.5% | +102.0% | +72.6% |
| 1Y | +70.3% | -39.8% | +110.2% | +81.6% |
| 3Y | +210.6% | -65.6% | +276.2% | +276.0% |
| 5Y | +456.7% | -62.1% | +518.8% | +510.6% |
| All | +456.7% | -62.5% | +519.2% | +510.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling