-13.4%
PNR vs STZ
-49.9%
+36.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.3% | -2.0% |
| 7D | -3.9% | -6.0% | +2.2% | -2.3% |
| 30D | -13.8% | -8.9% | -4.9% | -11.7% |
| 3M | -22.5% | -12.6% | -10.0% | -19.9% |
| 6M | -37.2% | -17.2% | -19.9% | -34.3% |
| YTD | -44.2% | -10.0% | -34.2% | -43.5% |
| 1Y | -46.6% | -14.3% | -32.3% | -45.2% |
| All | -13.4% | -49.9% | +36.5% | +3.8% |
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