+3.3%
PEP vs STZ
-28.4%
+31.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +6.7% | +11.8% | -5.1% | +2.6% |
| 30D | +13.5% | +26.0% | -12.4% | +4.7% |
| 3M | +3.9% | +11.5% | -7.6% | -0.2% |
| 6M | -6.0% | -2.0% | -4.0% | -5.9% |
| YTD | +2.5% | +7.9% | -5.4% | -1.4% |
| 1Y | +3.9% | +13.9% | -10.0% | -2.1% |
| 3Y | -4.7% | -35.8% | +31.2% | +8.4% |
| All | +3.3% | -28.4% | +31.7% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling