-2.2%
PWZ vs SPY
+82.0%
-84.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -2.1% | +0.1% | -2.2% | -2.1% |
| 3M | -2.9% | +2.0% | -4.9% | -3.1% |
| 6M | -1.8% | +13.0% | -14.8% | -2.8% |
| YTD | -0.3% | +13.5% | -13.9% | -1.5% |
| 1Y | +4.8% | +20.0% | -15.1% | +3.2% |
| 3Y | +7.4% | +77.2% | -69.8% | +2.1% |
| All | -2.2% | +82.0% | -84.2% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling