+1,425.7%
PBR vs STZ
+2,765.8%
-1,340.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | -1.0% | +2.6% | -3.6% | -2.1% |
| 30D | -29.3% | +15.2% | -44.5% | -33.6% |
| 3M | +5.5% | +7.6% | -2.1% | +1.5% |
| 6M | -2.9% | +5.3% | -8.2% | -6.3% |
| YTD | +61.5% | +8.6% | +52.8% | +52.2% |
| 1Y | +46.9% | +15.6% | +31.3% | +34.3% |
| 3Y | +66.4% | -35.2% | +101.6% | +88.7% |
| 5Y | +460.3% | -29.1% | +489.4% | +497.8% |
| 10Y | +564.6% | +12.9% | +551.7% | +473.4% |
| All | +1,425.7% | +2,765.8% | -1,340.1% | +290.0% |
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