+49.4%
PSX vs STZ
-0.6%
+50.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.1% | +3.2% |
| 7D | -0.4% | -0.9% | +0.6% | -0.4% |
| 30D | -8.1% | +14.9% | -23.0% | -8.1% |
| 3M | +15.9% | +8.4% | +7.5% | +14.9% |
| 6M | +49.4% | +2.8% | +46.6% | +48.8% |
| All | +49.4% | -0.6% | +50.0% | +48.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling