+8,390.6%
PWR vs STZ
+2,094.1%
+6,296.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +3.6% | -1.9% | +5.5% | +4.3% |
| 30D | -8.6% | -1.9% | -6.7% | -8.3% |
| 3M | -13.2% | -6.2% | -6.9% | -12.0% |
| 6M | +9.9% | -14.0% | +23.9% | +14.2% |
| YTD | +48.0% | -5.1% | +53.2% | +47.6% |
| 1Y | +66.2% | -9.6% | +75.7% | +67.9% |
| 3Y | +195.1% | -47.2% | +242.3% | +250.5% |
| 5Y | +442.6% | -33.6% | +476.1% | +491.8% |
| 10Y | +2,334.2% | -9.8% | +2,344.0% | +2,194.1% |
| All | +8,390.6% | +2,094.1% | +6,296.5% | +2,895.4% |
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