+163.7%
PEG vs STZ
+12.6%
+151.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +6.1% | +14.7% | -8.6% | +1.8% |
| 3M | -0.5% | +8.8% | -9.3% | -3.4% |
| 6M | -3.2% | +3.1% | -6.2% | -4.6% |
| YTD | -4.4% | +7.9% | -12.3% | -8.1% |
| 1Y | -7.4% | +14.2% | -21.5% | -12.7% |
| 3Y | +33.9% | -35.2% | +69.1% | +49.0% |
| 5Y | +42.3% | -29.6% | +71.9% | +51.9% |
| All | +163.7% | +12.6% | +151.1% | +116.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling