+7,256.3%
PWR vs STZ
+2,349.6%
+4,906.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.0% | +6.8% |
| 7D | -12.9% | +4.9% | -17.8% | -14.5% |
| 30D | -22.8% | +20.9% | -43.7% | -28.2% |
| 3M | -19.0% | +8.0% | -27.0% | -22.2% |
| 6M | -31.1% | -5.3% | -25.8% | -31.3% |
| YTD | +28.3% | +5.9% | +22.3% | +21.9% |
| 1Y | +22.2% | +14.2% | +8.0% | +13.0% |
| 3Y | +222.2% | -37.0% | +259.1% | +256.0% |
| 5Y | +364.2% | -29.7% | +393.9% | +391.7% |
| 10Y | +1,864.8% | +5.2% | +1,859.7% | +1,640.1% |
| All | +7,256.3% | +2,349.6% | +4,906.8% | +2,374.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling