-6.1%
PEG vs STZ
-14.3%
+8.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -0.1% | -6.0% | +5.9% | +0.4% |
| 30D | -1.7% | -8.9% | +7.1% | -1.0% |
| 3M | -6.8% | -12.6% | +5.8% | -5.8% |
| 6M | -11.4% | -17.2% | +5.8% | -10.0% |
| YTD | -7.2% | -10.0% | +2.8% | -5.8% |
| 1Y | -6.1% | -14.3% | +8.2% | -5.3% |
| All | -6.1% | -14.3% | +8.2% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling