+73.2%
PR vs STZ
-37.2%
+110.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.1% |
| 7D | -16.4% | +4.9% | -21.3% | -16.9% |
| 30D | -1.9% | +20.9% | -22.8% | -4.4% |
| 3M | +8.0% | +8.0% | 0.0% | +6.6% |
| 6M | +4.1% | -5.3% | +9.4% | +4.7% |
| YTD | +58.7% | +5.9% | +52.8% | +55.0% |
| 1Y | +75.8% | +14.2% | +61.6% | +69.1% |
| 3Y | +73.2% | -37.0% | +110.1% | +73.5% |
| All | +73.2% | -37.2% | +110.3% | +73.5% |
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