+165.9%
PEG vs STZ
+13.9%
+152.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.6% | +5.3% | -2.8% | +1.0% |
| 30D | +3.3% | +19.6% | -16.3% | -2.2% |
| 3M | +1.1% | +10.0% | -8.9% | -2.1% |
| 6M | -1.4% | -0.3% | -1.2% | -2.0% |
| YTD | -4.6% | +8.6% | -13.1% | -8.4% |
| 1Y | -7.2% | +16.6% | -23.8% | -13.1% |
| 3Y | +33.7% | -34.8% | +68.5% | +48.5% |
| 5Y | +40.8% | -27.8% | +68.7% | +49.1% |
| All | +165.9% | +13.9% | +152.0% | +124.3% |
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