+15.1%
PWZ vs SPY
+311.3%
-296.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.1% | +0.5% | -0.7% | -0.2% |
| 30D | -2.6% | -0.9% | -1.6% | -2.5% |
| 3M | -2.7% | +3.9% | -6.6% | -3.0% |
| 6M | -1.5% | +14.5% | -16.0% | -2.4% |
| YTD | -0.3% | +12.9% | -13.3% | -1.2% |
| 1Y | +2.8% | +19.4% | -16.6% | +1.4% |
| 3Y | +7.5% | +78.5% | -71.0% | +3.1% |
| 5Y | -2.4% | +81.8% | -84.2% | -6.8% |
| 10Y | +15.1% | +311.5% | -296.4% | +5.9% |
| All | +15.1% | +311.3% | -296.2% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling