+763.1%
PM vs STZ
+759.0%
+4.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -4.9% | -1.9% | -3.0% | -4.4% |
| 30D | -3.4% | -1.9% | -1.5% | -2.9% |
| 3M | +5.2% | -6.2% | +11.4% | +6.8% |
| 6M | +3.7% | -14.0% | +17.7% | +7.4% |
| YTD | +15.8% | -5.1% | +20.9% | +16.3% |
| 1Y | +17.4% | -9.6% | +26.9% | +19.0% |
| 3Y | +116.9% | -47.2% | +164.2% | +151.9% |
| 5Y | +117.3% | -33.6% | +150.9% | +134.2% |
| 10Y | +193.8% | -9.8% | +203.5% | +181.3% |
| All | +763.1% | +759.0% | +4.1% | +320.9% |
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 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