+32.4%
PWR vs STZ
+14.7%
+17.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +5.3% | -17.0% | -10.1% |
| 7D | -4.4% | +13.0% | -17.3% | -1.1% |
| 30D | -15.1% | +29.4% | -44.5% | -10.4% |
| 3M | -16.2% | +11.6% | -27.8% | -13.3% |
| 6M | -23.3% | -0.2% | -23.1% | -20.3% |
| YTD | +37.6% | +8.6% | +29.1% | +39.3% |
| 1Y | +32.4% | +15.9% | +16.5% | +36.4% |
| All | +32.4% | +14.7% | +17.7% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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