+695.9%
PH vs STZ
+13.4%
+682.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | +4.3% | +2.6% | +1.8% | +3.2% |
| 30D | +0.1% | +15.2% | -15.1% | -6.4% |
| 3M | -9.4% | +7.6% | -17.0% | -13.2% |
| 6M | +8.8% | +5.3% | +3.5% | +4.6% |
| YTD | +9.6% | +8.6% | +1.0% | +2.2% |
| 1Y | +14.4% | +15.6% | -1.1% | +3.3% |
| 3Y | +134.5% | -35.2% | +169.7% | +172.7% |
| 5Y | +204.4% | -29.1% | +233.5% | +231.7% |
| All | +695.9% | +13.4% | +682.5% | +627.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling