+15,989.9%
PH vs STZ
+10,752.7%
+5,237.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.6% | +3.3% |
| 7D | +2.0% | +4.9% | -2.9% | +0.7% |
| 30D | -3.7% | +20.9% | -24.5% | -8.6% |
| 3M | -14.0% | +8.0% | -22.0% | -16.3% |
| 6M | +2.1% | -5.3% | +7.4% | +2.5% |
| YTD | +5.1% | +5.9% | -0.9% | +1.9% |
| 1Y | +10.9% | +14.2% | -3.3% | +5.5% |
| 3Y | +132.9% | -37.0% | +169.9% | +154.2% |
| 5Y | +200.1% | -29.7% | +229.8% | +217.8% |
| 10Y | +783.8% | +5.2% | +778.7% | +742.4% |
| All | +15,989.9% | +10,752.7% | +5,237.2% | +6,817.1% |
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 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