+58.1%
PPL vs STZ
-36.0%
+94.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +1.0% | +11.8% | -10.7% | -0.8% |
| 30D | +6.8% | +26.0% | -19.1% | +2.9% |
| 3M | +3.9% | +11.5% | -7.7% | +1.9% |
| 6M | -2.0% | -2.0% | -0.1% | -2.2% |
| YTD | +5.3% | +7.9% | -2.6% | +2.6% |
| 1Y | +2.2% | +13.9% | -11.7% | -1.7% |
| All | +58.1% | -36.0% | +94.1% | +65.8% |
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