+358.2%
PSX vs STZ
+12.6%
+345.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +6.4% | 0.0% | +6.4% | +6.4% |
| 30D | -10.2% | +14.7% | -24.9% | -15.6% |
| 3M | +17.2% | +8.8% | +8.4% | +12.1% |
| 6M | +51.8% | +3.1% | +48.7% | +47.7% |
| YTD | +108.0% | +7.9% | +100.1% | +94.6% |
| 1Y | +96.1% | +14.2% | +82.0% | +78.2% |
| 3Y | +155.9% | -35.2% | +191.1% | +196.8% |
| 5Y | +306.9% | -29.6% | +336.5% | +339.5% |
| All | +358.2% | +12.6% | +345.6% | +315.5% |
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 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