+79.6%
PEP vs STZ
+9.8%
+69.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.4% |
| 7D | +2.9% | +4.9% | -2.0% | +1.3% |
| 30D | +14.2% | +20.9% | -6.6% | +7.4% |
| 3M | +3.2% | +8.0% | -4.8% | +0.4% |
| 6M | -7.4% | -5.3% | -2.1% | -6.3% |
| YTD | +1.5% | +5.9% | -4.4% | -1.4% |
| 1Y | +3.9% | +14.2% | -10.3% | -1.7% |
| 3Y | -5.5% | -37.0% | +31.5% | +6.8% |
| 5Y | +0.1% | -29.7% | +29.8% | +8.7% |
| All | +79.6% | +9.8% | +69.8% | +63.9% |
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