+96.1%
PSX vs STZ
+12.7%
+83.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | +6.4% | 0.0% | +6.4% | +6.4% |
| 30D | -10.2% | +14.7% | -24.9% | -10.1% |
| 3M | +17.2% | +8.8% | +8.4% | +16.8% |
| 6M | +51.8% | +3.1% | +48.7% | +51.5% |
| YTD | +108.0% | +7.9% | +100.1% | +96.9% |
| 1Y | +96.1% | +14.2% | +82.0% | +82.9% |
| All | +96.1% | +12.7% | +83.5% | +82.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling