+223.9%
PR vs STZ
-27.7%
+251.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.2% | -4.7% |
| 7D | -16.5% | +11.8% | -28.3% | -19.2% |
| 30D | -4.5% | +26.0% | -30.5% | -10.7% |
| 3M | +8.5% | +11.5% | -3.0% | +4.6% |
| 6M | -3.3% | -2.0% | -1.4% | -3.4% |
| YTD | +55.7% | +7.9% | +47.8% | +48.4% |
| 1Y | +82.0% | +13.9% | +68.1% | +69.7% |
| 3Y | +62.5% | -35.8% | +98.3% | +83.3% |
| 5Y | +223.9% | -28.4% | +252.3% | +187.7% |
| All | +223.9% | -27.7% | +251.7% | +187.7% |
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