+456.7%
PWR vs STZ
-36.5%
+493.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.6% | +8.0% | +3.4% |
| 7D | +4.5% | -7.4% | +11.9% | +6.0% |
| 30D | -4.9% | -10.9% | +6.0% | -3.0% |
| 3M | -7.9% | -13.4% | +5.6% | -5.7% |
| 6M | +18.3% | -16.2% | +34.5% | +21.9% |
| YTD | +51.5% | -10.4% | +62.0% | +51.7% |
| 1Y | +70.3% | -14.8% | +85.1% | +72.8% |
| 3Y | +210.6% | -50.1% | +260.7% | +274.7% |
| 5Y | +456.7% | -38.8% | +495.5% | +466.6% |
| All | +456.7% | -36.5% | +493.2% | +466.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling