+89.6%
PEP vs STZ
+11.6%
+78.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +4.6% | +5.3% | -0.7% | +2.8% |
| 30D | +14.0% | +19.6% | -5.6% | +7.5% |
| 3M | +5.4% | +10.0% | -4.6% | +2.0% |
| 6M | -5.1% | -0.3% | -4.9% | -5.5% |
| YTD | +3.1% | +8.6% | -5.5% | -0.6% |
| 1Y | +4.8% | +16.6% | -11.8% | -1.5% |
| 3Y | -4.1% | -34.8% | +30.7% | +7.2% |
| 5Y | +3.0% | -27.8% | +30.8% | +10.8% |
| 10Y | +89.6% | +12.5% | +77.1% | +72.0% |
| All | +89.6% | +11.6% | +78.0% | +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