+198.6%
PM vs STZ
-14.3%
+212.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +2.8% |
| 7D | -1.3% | -7.4% | +6.1% | +0.9% |
| 30D | -2.6% | -10.9% | +8.3% | +0.7% |
| 3M | +5.8% | -13.4% | +19.2% | +10.1% |
| 6M | +10.6% | -16.2% | +26.8% | +15.6% |
| YTD | +17.2% | -10.4% | +27.6% | +19.4% |
| 1Y | +17.6% | -14.8% | +32.4% | +21.3% |
| 3Y | +124.3% | -50.1% | +174.4% | +171.4% |
| 5Y | +125.1% | -38.8% | +163.9% | +150.1% |
| 10Y | +198.6% | -14.1% | +212.7% | +185.2% |
| All | +198.6% | -14.3% | +212.9% | +185.2% |
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