+57.2%
PPL vs STZ
-37.2%
+94.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | +0.4% | +4.9% | -4.5% | -0.4% |
| 30D | +5.4% | +20.9% | -15.4% | +2.3% |
| 3M | +4.3% | +8.0% | -3.7% | +2.8% |
| 6M | -1.3% | -5.3% | +4.0% | -1.0% |
| YTD | +4.7% | +5.9% | -1.2% | +2.3% |
| 1Y | +1.3% | +14.2% | -13.0% | -2.7% |
| 3Y | +57.2% | -37.0% | +94.2% | +65.3% |
| All | +57.2% | -37.2% | +94.4% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling