+35.5%
PWR vs STZ
+15.1%
+20.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.2% | +4.0% |
| 7D | +4.7% | -0.9% | +5.7% | +4.4% |
| 30D | -12.5% | +14.9% | -27.4% | -9.3% |
| 3M | -9.3% | +8.4% | -17.8% | -6.4% |
| 6M | -22.2% | +2.8% | -25.0% | -19.6% |
| YTD | +44.2% | +7.5% | +36.6% | +46.3% |
| 1Y | +35.5% | +12.5% | +23.0% | +43.2% |
| All | +35.5% | +15.1% | +20.4% | +43.2% |
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