-1.4%
PPL vs STZ
+12.7%
-14.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | +1.7% | +14.7% | -13.0% | +0.4% |
| 3M | +0.1% | +8.8% | -8.7% | -0.9% |
| 6M | -1.5% | +3.1% | -4.6% | -2.4% |
| YTD | +3.0% | +7.9% | -4.9% | +0.6% |
| 1Y | -1.4% | +14.2% | -15.6% | -6.6% |
| All | -1.4% | +12.7% | -14.1% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling