+35.6%
PFE vs STZ
+14.7%
+20.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.3% | -2.7% | +1.9% |
| 7D | +4.6% | +13.0% | -8.4% | +3.0% |
| 30D | +12.3% | +29.4% | -17.1% | +9.2% |
| 3M | +21.2% | +11.6% | +9.6% | +19.5% |
| 6M | +21.1% | -0.2% | +21.3% | +20.2% |
| YTD | +30.0% | +8.6% | +21.5% | +26.3% |
| 1Y | +35.6% | +15.9% | +19.7% | +27.0% |
| All | +35.6% | +14.7% | +20.9% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling