+75.8%
PR vs STZ
+13.3%
+62.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +1.9% |
| 7D | -16.4% | +4.9% | -21.3% | -16.4% |
| 30D | -1.9% | +20.9% | -22.8% | -2.3% |
| 3M | +8.0% | +8.0% | 0.0% | +7.5% |
| 6M | +4.1% | -5.3% | +9.4% | +4.6% |
| YTD | +58.7% | +5.9% | +52.8% | +50.6% |
| 1Y | +75.8% | +14.2% | +61.6% | +66.6% |
| All | +75.8% | +13.3% | +62.6% | +66.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling