+65.2%
PR vs STZ
+3.4%
+61.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.6% |
| 7D | -16.4% | +4.9% | -21.3% | -18.2% |
| 30D | -1.9% | +20.9% | -22.8% | -9.4% |
| 3M | +8.0% | +8.0% | 0.0% | +3.7% |
| 6M | +4.1% | -5.3% | +9.4% | +5.0% |
| YTD | +58.7% | +5.9% | +52.8% | +50.4% |
| 1Y | +75.8% | +14.2% | +61.6% | +60.9% |
| 3Y | +73.2% | -37.0% | +110.1% | +99.9% |
| 5Y | +230.1% | -29.7% | +259.8% | +259.2% |
| All | +65.2% | +3.4% | +61.8% | +105.9% |
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 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