-20.7%
PFE vs STZ
-33.3%
+12.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +1.8% | -1.9% | +3.7% | +2.2% |
| 30D | +10.2% | -1.9% | +12.1% | +10.6% |
| 3M | +12.7% | -6.2% | +18.9% | +14.1% |
| 6M | +10.5% | -14.0% | +24.5% | +13.8% |
| YTD | +20.2% | -5.1% | +25.3% | +19.9% |
| 1Y | +24.1% | -9.6% | +33.6% | +25.2% |
| 3Y | -3.6% | -47.2% | +43.7% | +10.9% |
| All | -20.7% | -33.3% | +12.6% | -18.2% |
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