+17.6%
PM vs STZ
-16.0%
+33.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +1.8% |
| 7D | -1.3% | -7.4% | +6.1% | -0.5% |
| 30D | -2.6% | -10.9% | +8.3% | -1.3% |
| 3M | +5.8% | -13.4% | +19.2% | +7.1% |
| 6M | +10.6% | -16.2% | +26.8% | +12.0% |
| YTD | +17.2% | -10.4% | +27.6% | +18.3% |
| 1Y | +17.6% | -14.8% | +32.4% | +16.9% |
| All | +17.6% | -16.0% | +33.6% | +16.9% |
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