+1,112.1%
PSX vs STZ
+619.9%
+492.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +4.5% | -1.9% | +6.5% | +5.2% |
| 30D | +26.6% | -1.9% | +28.5% | +27.1% |
| 3M | +39.3% | -6.2% | +45.5% | +41.5% |
| 6M | +56.8% | -14.0% | +70.8% | +63.1% |
| YTD | +101.8% | -5.1% | +106.9% | +101.4% |
| 1Y | +99.6% | -9.6% | +109.2% | +102.0% |
| 3Y | +140.3% | -47.2% | +187.6% | +190.5% |
| 5Y | +339.3% | -33.6% | +372.9% | +380.7% |
| 10Y | +369.9% | -9.8% | +379.6% | +356.9% |
| All | +1,112.1% | +619.9% | +492.2% | +805.1% |
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