+160.5%
PR vs STZ
+10.9%
+149.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.3% | -11.9% | -8.5% |
| 7D | -12.1% | +13.0% | -25.1% | -16.3% |
| 30D | +0.9% | +29.4% | -28.5% | -9.0% |
| 3M | +10.1% | +11.6% | -1.5% | +4.7% |
| 6M | +1.1% | -0.2% | +1.3% | -0.2% |
| YTD | +63.7% | +8.6% | +55.1% | +53.9% |
| 1Y | +87.0% | +15.9% | +71.1% | +70.6% |
| 3Y | +70.7% | -35.4% | +106.2% | +94.8% |
| 5Y | +246.8% | -26.9% | +273.7% | +271.1% |
| 10Y | +72.6% | +7.8% | +64.8% | +108.6% |
| All | +160.5% | +10.9% | +149.5% | +217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling