+76.0%
PWZ vs SPY
+608.4%
-532.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 6M | -1.8% | +13.0% | -14.8% | -1.7% |
| YTD | -0.3% | +13.5% | -13.9% | -0.2% |
| 1Y | +4.8% | +20.0% | -15.1% | +5.0% |
| 3Y | +7.4% | +77.2% | -69.8% | +8.2% |
| 5Y | -2.5% | +81.9% | -84.4% | -1.7% |
| 10Y | +15.0% | +314.1% | -299.0% | +20.6% |
| All | +76.0% | +608.4% | -532.4% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling