+76.6%
PEP vs STZ
-14.3%
+90.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +2.4% |
| 7D | +0.1% | -7.4% | +7.5% | +2.5% |
| 30D | +0.7% | -10.9% | +11.5% | +4.3% |
| 3M | -0.5% | -13.4% | +12.9% | +3.9% |
| 6M | -11.3% | -16.2% | +4.9% | -6.7% |
| YTD | -0.6% | -10.4% | +9.9% | +2.1% |
| 1Y | +1.7% | -14.8% | +16.4% | +5.8% |
| 3Y | -12.5% | -50.1% | +37.7% | +6.8% |
| 5Y | +3.9% | -38.8% | +42.7% | +18.0% |
| 10Y | +76.6% | -14.1% | +90.7% | +72.0% |
| All | +76.6% | -14.3% | +90.9% | +72.0% |
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 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