+132.2%
PSX vs STZ
-37.2%
+169.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | -13.1% | +4.9% | -18.0% | -13.8% |
| 30D | -9.5% | +20.9% | -30.4% | -12.3% |
| 3M | +20.2% | +8.0% | +12.2% | +18.3% |
| 6M | +44.9% | -5.3% | +50.2% | +45.9% |
| YTD | +94.4% | +5.9% | +88.5% | +88.5% |
| 1Y | +83.1% | +14.2% | +68.9% | +73.9% |
| 3Y | +132.2% | -37.0% | +169.1% | +150.4% |
| All | +132.2% | -37.2% | +169.3% | +150.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling