+1,874.2%
PWR vs STZ
+12.8%
+1,861.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.2% | +4.5% |
| 7D | +4.7% | -0.9% | +5.7% | +5.1% |
| 30D | -12.5% | +14.9% | -27.4% | -16.8% |
| 3M | -9.3% | +8.4% | -17.8% | -12.6% |
| 6M | -22.2% | +2.8% | -25.0% | -24.2% |
| YTD | +44.2% | +7.5% | +36.6% | +36.4% |
| 1Y | +35.5% | +12.5% | +23.0% | +25.8% |
| 3Y | +250.4% | -35.4% | +285.9% | +292.5% |
| 5Y | +425.6% | -29.3% | +454.9% | +461.5% |
| 10Y | +1,874.2% | +11.8% | +1,862.4% | +1,671.8% |
| All | +1,874.2% | +12.8% | +1,861.4% | +1,671.8% |
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