+17.1%
PNR vs STZ
-34.9%
+52.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +0.3% | +2.6% | -2.3% | -0.4% |
| 30D | +31.7% | +15.2% | +16.5% | +27.1% |
| 3M | +2.6% | +7.6% | -5.0% | +0.6% |
| 6M | -6.4% | +5.3% | -11.6% | -7.9% |
| YTD | -33.4% | +8.6% | -42.1% | -35.8% |
| 1Y | -35.1% | +15.6% | -50.6% | -38.4% |
| 3Y | +17.1% | -35.2% | +52.2% | +28.0% |
| All | +17.1% | -34.9% | +52.0% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling