-0.4%
PL vs STZ
+14.7%
-15.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.3% | -11.7% | -4.3% |
| 7D | -11.7% | +13.0% | -24.7% | -7.3% |
| 30D | -27.1% | +29.4% | -56.6% | -20.5% |
| 3M | -44.6% | +11.6% | -56.2% | -41.6% |
| 6M | -67.2% | -0.2% | -67.0% | -66.0% |
| YTD | -35.9% | +8.6% | -44.4% | -35.8% |
| 1Y | -0.4% | +15.9% | -16.3% | +3.7% |
| All | -0.4% | +14.7% | -15.1% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling