+1,129.2%
PSX vs STZ
+715.9%
+413.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.1% | +3.5% |
| 7D | -0.4% | -0.9% | +0.6% | 0.0% |
| 30D | -8.1% | +14.9% | -23.0% | -12.6% |
| 3M | +15.9% | +8.4% | +7.5% | +12.1% |
| 6M | +49.4% | +2.8% | +46.6% | +46.4% |
| YTD | +104.7% | +7.5% | +97.1% | +94.9% |
| 1Y | +89.1% | +12.5% | +76.5% | +76.9% |
| 3Y | +151.7% | -35.4% | +187.2% | +182.4% |
| 5Y | +298.3% | -29.3% | +327.6% | +326.0% |
| 10Y | +357.1% | +11.8% | +345.3% | +317.2% |
| All | +1,129.2% | +715.9% | +413.3% | +775.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling