-30.8%
PWR vs STZ
-2.1%
-28.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.0% | +5.0% |
| 7D | -12.9% | +4.9% | -17.8% | -9.7% |
| 30D | -22.8% | +20.9% | -43.7% | -13.6% |
| 3M | -19.0% | +8.0% | -27.0% | -13.9% |
| All | -30.8% | -2.1% | -28.6% | -27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling