+76.4%
PWZ vs SPY
+578.0%
-501.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.3% |
| 7D | +1.2% | -2.7% | +3.9% | +1.2% |
| 30D | +6.0% | -5.4% | +11.4% | +6.0% |
| 3M | -1.9% | -4.1% | +2.2% | -1.9% |
| 6M | -1.9% | +0.7% | -2.6% | -1.8% |
| YTD | -0.1% | +8.7% | -8.8% | 0.0% |
| 1Y | +0.1% | +10.9% | -10.8% | +0.2% |
| 3Y | +11.8% | +75.0% | -63.2% | +12.7% |
| 5Y | -1.8% | +67.8% | -69.6% | -1.1% |
| 10Y | +17.4% | +312.9% | -295.4% | +23.4% |
| All | +76.4% | +578.0% | -501.6% | +101.8% |
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 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