-11.9%
PEP vs STZ
-47.3%
+35.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -1.4% | -1.9% | +0.5% | -0.8% |
| 30D | +0.2% | -1.9% | +2.1% | +0.8% |
| 3M | -1.1% | -6.2% | +5.1% | +0.8% |
| 6M | -13.5% | -14.0% | +0.5% | -9.5% |
| YTD | -1.2% | -5.1% | +3.9% | -0.4% |
| 1Y | -1.6% | -9.6% | +8.0% | +0.7% |
| All | -11.9% | -47.3% | +35.3% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling