+338.3%
PSX vs STZ
+11.6%
+326.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -7.8% | +5.3% | -13.2% | -9.9% |
| 30D | -9.9% | +19.6% | -29.5% | -16.7% |
| 3M | +16.9% | +10.0% | +7.0% | +11.4% |
| 6M | +48.0% | -0.3% | +48.2% | +46.1% |
| YTD | +98.3% | +8.6% | +89.8% | +85.1% |
| 1Y | +86.2% | +16.6% | +69.6% | +67.5% |
| 3Y | +144.0% | -34.8% | +178.8% | +182.2% |
| 5Y | +287.7% | -27.8% | +315.6% | +313.3% |
| 10Y | +338.3% | +12.5% | +325.8% | +298.5% |
| All | +338.3% | +11.6% | +326.8% | +298.5% |
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