-2.5%
PFE vs STZ
-47.3%
+44.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +1.8% | -1.9% | +3.7% | +2.1% |
| 30D | +10.2% | -1.9% | +12.1% | +10.5% |
| 3M | +12.7% | -6.2% | +18.9% | +13.8% |
| 6M | +10.5% | -14.0% | +24.5% | +13.3% |
| YTD | +20.2% | -5.1% | +25.3% | +19.7% |
| 1Y | +24.1% | -9.6% | +33.6% | +24.8% |
| All | -2.5% | -47.3% | +44.8% | +7.0% |
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 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