+792.3%
PH vs STZ
-14.3%
+806.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | +1.8% |
| 7D | +0.4% | -7.4% | +7.8% | +3.8% |
| 30D | -10.8% | -10.9% | +0.1% | -6.4% |
| 3M | +8.5% | -13.4% | +21.9% | +14.7% |
| 6M | +3.9% | -16.2% | +20.1% | +10.9% |
| YTD | +9.4% | -10.4% | +19.9% | +12.0% |
| 1Y | +26.8% | -14.8% | +41.6% | +32.3% |
| 3Y | +140.8% | -50.1% | +190.9% | +217.9% |
| 5Y | +253.8% | -38.8% | +292.6% | +311.9% |
| 10Y | +792.3% | -14.1% | +806.4% | +770.3% |
| All | +792.3% | -14.3% | +806.7% | +770.3% |
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