+26.6%
PFE vs STZ
+13.3%
+13.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.4% |
| 7D | -3.7% | +4.9% | -8.6% | -4.3% |
| 30D | +5.0% | +20.9% | -15.9% | +2.8% |
| 3M | +12.2% | +8.0% | +4.2% | +11.0% |
| 6M | +14.6% | -5.3% | +19.9% | +14.4% |
| YTD | +24.1% | +5.9% | +18.2% | +20.6% |
| 1Y | +26.6% | +14.2% | +12.4% | +16.7% |
| All | +26.6% | +13.3% | +13.3% | +16.7% |
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 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