-21.5%
PFE vs STZ
-29.7%
+8.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.2% |
| 7D | -3.7% | +4.9% | -8.6% | -4.8% |
| 30D | +5.0% | +20.9% | -15.9% | +0.4% |
| 3M | +12.2% | +8.0% | +4.2% | +9.9% |
| 6M | +14.6% | -5.3% | +19.9% | +15.5% |
| YTD | +24.1% | +5.9% | +18.2% | +20.6% |
| 1Y | +26.6% | +14.2% | +12.4% | +20.2% |
| 3Y | +14.3% | -37.0% | +51.3% | +24.8% |
| All | -21.5% | -29.7% | +8.2% | -13.0% |
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 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