+713.9%
PH vs STZ
+11.6%
+702.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.1% | +5.3% | -3.2% | -0.3% |
| 30D | +0.3% | +19.6% | -19.3% | -7.8% |
| 3M | -8.8% | +10.0% | -18.8% | -13.5% |
| 6M | +10.0% | -0.3% | +10.3% | +8.5% |
| YTD | +10.5% | +8.6% | +1.9% | +3.1% |
| 1Y | +15.5% | +16.6% | -1.1% | +3.9% |
| 3Y | +136.4% | -34.8% | +171.1% | +173.8% |
| 5Y | +213.6% | -27.8% | +241.4% | +238.3% |
| 10Y | +713.9% | +12.5% | +701.4% | +636.2% |
| All | +713.9% | +11.6% | +702.4% | +636.2% |
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