+169.5%
PR vs STZ
-3.0%
+172.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +2.9% | -1.9% | +4.8% | +3.7% |
| 30D | +18.0% | -1.9% | +19.9% | +18.6% |
| 3M | +16.9% | -6.2% | +23.1% | +19.0% |
| 6M | +28.2% | -14.0% | +42.2% | +34.2% |
| YTD | +69.3% | -5.1% | +74.4% | +68.7% |
| 1Y | +69.5% | -9.6% | +79.1% | +71.6% |
| 3Y | +81.7% | -47.2% | +128.9% | +126.4% |
| 5Y | +422.2% | -33.6% | +455.8% | +483.0% |
| 10Y | +110.4% | -9.8% | +120.1% | +170.1% |
| All | +169.5% | -3.0% | +172.5% | +247.4% |
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