+1,831.6%
PWR vs STZ
+13.4%
+1,818.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +11.3% | +2.6% | +8.7% | +10.5% |
| 30D | -8.9% | +15.2% | -24.1% | -13.4% |
| 3M | -10.5% | +7.6% | -18.1% | -13.5% |
| 6M | -22.2% | +5.3% | -27.4% | -24.8% |
| YTD | +42.7% | +8.6% | +34.1% | +34.6% |
| 1Y | +41.1% | +15.6% | +25.5% | +29.7% |
| 3Y | +242.7% | -35.2% | +277.9% | +284.0% |
| 5Y | +418.5% | -29.1% | +447.6% | +454.1% |
| All | +1,831.6% | +13.4% | +1,818.2% | +1,627.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling