+277.8%
PSX vs STZ
-29.7%
+307.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | -13.1% | +4.9% | -18.0% | -14.1% |
| 30D | -9.5% | +20.9% | -30.4% | -13.2% |
| 3M | +20.2% | +8.0% | +12.2% | +17.7% |
| 6M | +44.9% | -5.3% | +50.2% | +46.0% |
| YTD | +94.4% | +5.9% | +88.5% | +87.9% |
| 1Y | +83.1% | +14.2% | +68.9% | +72.9% |
| 3Y | +132.2% | -37.0% | +169.1% | +155.7% |
| All | +277.8% | -29.7% | +307.5% | +281.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling