+454.9%
PBR vs STZ
-29.4%
+484.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | -1.0% | +2.6% | -3.6% | -1.4% |
| 30D | -29.3% | +15.2% | -44.5% | -30.9% |
| 3M | +5.5% | +7.6% | -2.1% | +4.1% |
| 6M | -2.9% | +5.3% | -8.2% | -4.0% |
| YTD | +61.5% | +8.6% | +52.8% | +58.1% |
| 1Y | +46.9% | +15.6% | +31.3% | +41.9% |
| 3Y | +66.4% | -35.2% | +101.6% | +77.1% |
| All | +454.9% | -29.4% | +484.2% | +473.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling