+2,574.5%
PG vs STZ
+9,118.3%
-6,543.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -3.4% | -6.0% | +2.6% | -2.5% |
| 30D | -2.6% | -8.9% | +6.3% | -1.2% |
| 3M | -3.3% | -12.6% | +9.2% | -1.4% |
| 6M | -6.7% | -17.2% | +10.5% | -4.2% |
| YTD | +1.7% | -10.0% | +11.8% | +3.0% |
| 1Y | -7.9% | -14.3% | +6.4% | -6.2% |
| 3Y | +0.9% | -49.9% | +50.8% | +11.0% |
| 5Y | +12.6% | -38.2% | +50.9% | +19.6% |
| 10Y | +117.2% | -12.0% | +129.2% | +114.3% |
| All | +2,574.5% | +9,118.3% | -6,543.8% | +1,330.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling