+2,666.2%
PEG vs STZ
+9,621.1%
-6,954.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +0.7% | -1.9% | +2.6% | +1.0% |
| 30D | -2.4% | -1.9% | -0.6% | -2.2% |
| 3M | -4.8% | -6.2% | +1.4% | -3.9% |
| 6M | -10.7% | -14.0% | +3.3% | -8.6% |
| YTD | -6.7% | -5.1% | -1.6% | -6.4% |
| 1Y | -6.8% | -9.6% | +2.7% | -5.9% |
| 3Y | +34.5% | -47.2% | +81.7% | +47.9% |
| 5Y | +35.8% | -33.6% | +69.3% | +43.0% |
| 10Y | +141.7% | -9.8% | +151.5% | +137.8% |
| All | +2,666.2% | +9,621.1% | -6,954.9% | +1,554.2% |
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