+4.1%
PR vs STZ
-4.7%
+8.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +1.8% |
| 7D | -16.4% | +4.9% | -21.3% | -16.1% |
| 30D | -1.9% | +20.9% | -22.8% | -1.8% |
| 3M | +8.0% | +8.0% | 0.0% | +7.2% |
| 6M | +4.1% | -5.3% | +9.4% | +4.5% |
| All | +4.1% | -4.7% | +8.8% | +4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling