+54.2%
PPL vs STZ
-9.8%
+63.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +2.7% | -1.9% | +4.6% | +3.3% |
| 30D | +0.5% | -1.9% | +2.3% | +1.0% |
| 3M | +0.7% | -6.2% | +6.9% | +2.6% |
| 6M | -7.6% | -14.0% | +6.4% | -3.4% |
| YTD | +1.8% | -5.1% | +6.9% | +1.9% |
| 1Y | -0.8% | -9.6% | +8.8% | +0.6% |
| 3Y | +56.9% | -47.2% | +104.1% | +91.8% |
| 5Y | +39.5% | -33.6% | +73.1% | +53.0% |
| All | +54.2% | -9.8% | +63.9% | +37.7% |
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