+3.7%
PEP vs STZ
+14.7%
-11.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.3% | -1.6% | +2.0% |
| 7D | +7.4% | +13.0% | -5.6% | +3.3% |
| 30D | +13.3% | +29.4% | -16.1% | +4.9% |
| 3M | +3.5% | +11.6% | -8.1% | -0.2% |
| 6M | -5.9% | -0.2% | -5.7% | -6.6% |
| YTD | +2.3% | +8.6% | -6.3% | -0.7% |
| 1Y | +3.7% | +15.9% | -12.2% | -2.0% |
| All | +3.7% | +14.7% | -11.0% | -2.0% |
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 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