+370.1%
PSX vs STZ
-14.3%
+384.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.2% | +3.9% |
| 7D | +2.8% | -7.4% | +10.2% | +6.0% |
| 30D | +27.8% | -10.9% | +38.6% | +33.6% |
| 3M | +42.0% | -13.4% | +55.5% | +49.7% |
| 6M | +58.1% | -16.2% | +74.3% | +67.3% |
| YTD | +105.0% | -10.4% | +115.5% | +108.5% |
| 1Y | +104.9% | -14.8% | +119.7% | +112.3% |
| 3Y | +134.1% | -50.1% | +184.2% | +205.6% |
| 5Y | +363.8% | -38.8% | +402.6% | +430.1% |
| 10Y | +370.1% | -14.1% | +384.2% | +360.7% |
| All | +370.1% | -14.3% | +384.4% | +360.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling