+116.1%
PG vs STZ
-11.3%
+127.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | -0.8% | -4.5% | +3.7% | +0.3% |
| 30D | +0.8% | -8.6% | +9.4% | +3.0% |
| 3M | -1.3% | -13.8% | +12.4% | +2.1% |
| 6M | -3.8% | -17.2% | +13.3% | +0.3% |
| YTD | +3.6% | -9.4% | +13.0% | +5.3% |
| 1Y | -5.7% | -11.9% | +6.1% | -3.8% |
| 3Y | +1.6% | -49.6% | +51.2% | +18.0% |
| 5Y | +14.6% | -37.2% | +51.8% | +25.2% |
| All | +116.1% | -11.3% | +127.5% | +108.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling