+90.1%
PEP vs STZ
+12.8%
+77.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +1.1% | -0.9% | +2.0% | +1.4% |
| 30D | +13.6% | +14.9% | -1.3% | +8.6% |
| 3M | +5.1% | +8.4% | -3.3% | +2.1% |
| 6M | -1.6% | +2.8% | -4.4% | -3.0% |
| YTD | +3.3% | +7.5% | -4.2% | -0.1% |
| 1Y | +3.2% | +12.5% | -9.3% | -1.8% |
| 3Y | -3.9% | -35.4% | +31.5% | +7.7% |
| 5Y | +4.0% | -29.3% | +33.3% | +12.7% |
| 10Y | +90.1% | +11.8% | +78.4% | +72.8% |
| All | +90.1% | +12.8% | +77.3% | +72.8% |
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