-20.8%
PNR vs STZ
-37.5%
+16.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.2% | -2.0% |
| 7D | -5.5% | -4.1% | -1.4% | -4.1% |
| 30D | -15.6% | -7.6% | -8.0% | -13.3% |
| 3M | -20.2% | -12.3% | -7.9% | -16.7% |
| 6M | -36.6% | -16.3% | -20.3% | -33.0% |
| YTD | -45.0% | -8.4% | -36.6% | -44.3% |
| 1Y | -47.4% | -10.8% | -36.6% | -46.4% |
| 3Y | -13.7% | -49.0% | +35.3% | +9.8% |
| 5Y | -20.8% | -36.5% | +15.7% | -12.2% |
| All | -20.8% | -37.5% | +16.7% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling