+1,573.8%
PBR vs STZ
+2,402.8%
-829.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | +8.6% | -1.9% | +10.5% | +9.4% |
| 30D | +12.8% | -1.9% | +14.7% | +13.3% |
| 3M | +14.7% | -6.2% | +20.9% | +16.9% |
| 6M | +25.2% | -14.0% | +39.2% | +31.7% |
| YTD | +77.1% | -5.1% | +82.3% | +77.7% |
| 1Y | +69.6% | -9.6% | +79.1% | +72.3% |
| 3Y | +95.6% | -47.2% | +142.8% | +143.1% |
| 5Y | +501.8% | -33.6% | +535.3% | +561.0% |
| 10Y | +640.6% | -9.8% | +650.3% | +605.6% |
| All | +1,573.8% | +2,402.8% | -829.0% | +355.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling