+556.1%
PBR vs STZ
-38.0%
+594.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +0.3% | -6.0% | +6.4% | +1.3% |
| 30D | +17.5% | -8.9% | +26.4% | +19.1% |
| 3M | +20.9% | -12.6% | +33.4% | +23.3% |
| 6M | +20.2% | -17.2% | +37.5% | +23.8% |
| YTD | +84.3% | -10.0% | +94.3% | +86.0% |
| 1Y | +77.1% | -14.3% | +91.4% | +80.1% |
| 3Y | +100.8% | -49.9% | +150.7% | +125.7% |
| 5Y | +556.1% | -38.2% | +594.3% | +543.4% |
| All | +556.1% | -38.0% | +594.1% | +543.4% |
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