+2,393.1%
PWR vs STZ
-10.3%
+2,403.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.9% |
| 7D | -0.2% | -4.1% | +3.9% | +1.0% |
| 30D | -7.7% | -7.6% | -0.1% | -5.7% |
| 3M | -4.9% | -12.3% | +7.4% | -1.6% |
| 6M | +9.7% | -16.3% | +26.0% | +14.9% |
| YTD | +46.7% | -8.4% | +55.0% | +47.2% |
| 1Y | +58.7% | -10.8% | +69.5% | +60.5% |
| 3Y | +200.7% | -49.0% | +249.7% | +268.4% |
| 5Y | +438.6% | -36.5% | +475.0% | +495.9% |
| All | +2,393.1% | -10.3% | +2,403.4% | +2,277.3% |
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