+4.4%
PEP vs STZ
-29.4%
+33.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | +2.9% | +2.6% | +0.3% | +2.0% |
| 30D | +12.5% | +15.2% | -2.7% | +7.0% |
| 3M | +4.5% | +7.6% | -3.1% | +1.6% |
| 6M | -0.5% | +5.3% | -5.8% | -2.8% |
| YTD | +4.4% | +8.6% | -4.2% | +0.2% |
| 1Y | +4.4% | +15.6% | -11.2% | -2.3% |
| 3Y | -3.4% | -35.2% | +31.8% | +9.4% |
| All | +4.4% | -29.4% | +33.8% | +13.1% |
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