+164.5%
PEG vs STZ
+12.8%
+151.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.2% |
| 7D | +1.5% | -0.9% | +2.4% | +1.8% |
| 30D | +5.0% | +14.9% | -9.9% | +0.6% |
| 3M | -0.3% | +8.4% | -8.7% | -3.1% |
| 6M | -2.7% | +2.8% | -5.5% | -4.1% |
| YTD | -5.1% | +7.5% | -12.6% | -8.6% |
| 1Y | -8.3% | +12.5% | -20.8% | -13.1% |
| 3Y | +33.0% | -35.4% | +68.4% | +48.1% |
| 5Y | +41.3% | -29.3% | +70.6% | +50.6% |
| 10Y | +164.5% | +11.8% | +152.8% | +123.8% |
| All | +164.5% | +12.8% | +151.7% | +123.8% |
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 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