+62.8%
PNR vs STZ
-11.3%
+74.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | -6.0% | -4.5% | -1.6% | -4.3% |
| 30D | -14.0% | -8.6% | -5.4% | -10.9% |
| 3M | -21.7% | -13.8% | -7.9% | -17.2% |
| 6M | -37.3% | -17.2% | -20.1% | -32.9% |
| YTD | -45.1% | -9.4% | -35.8% | -43.9% |
| 1Y | -49.1% | -11.9% | -37.3% | -47.6% |
| 3Y | -14.8% | -49.6% | +34.8% | +9.1% |
| 5Y | -21.0% | -37.2% | +16.2% | -8.9% |
| All | +62.8% | -11.3% | +74.2% | +61.6% |
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