+39.5%
PL vs STZ
-32.4%
+71.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +10.0% | +2.6% | +7.5% | +9.7% |
| 30D | -2.3% | +15.2% | -17.5% | -4.7% |
| 3M | -44.2% | +7.6% | -51.8% | -44.9% |
| 6M | -66.1% | +5.3% | -71.4% | -66.6% |
| YTD | -30.0% | +8.6% | -38.6% | -33.1% |
| 1Y | +21.0% | +15.6% | +5.5% | +13.1% |
| 3Y | +516.5% | -35.2% | +551.7% | +618.3% |
| 5Y | +32.0% | -29.1% | +61.1% | +50.9% |
| All | +39.5% | -32.4% | +71.9% | +59.6% |
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