+49.1%
PPL vs STZ
-27.7%
+76.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +1.0% | +11.8% | -10.7% | -1.7% |
| 30D | +6.8% | +26.0% | -19.1% | +0.9% |
| 3M | +3.9% | +11.5% | -7.7% | +0.9% |
| 6M | -2.0% | -2.0% | -0.1% | -2.0% |
| YTD | +5.3% | +7.9% | -2.6% | +1.6% |
| 1Y | +2.2% | +13.9% | -11.7% | -3.2% |
| 3Y | +56.7% | -35.8% | +92.6% | +74.7% |
| 5Y | +49.1% | -28.4% | +77.5% | +54.7% |
| All | +49.1% | -27.7% | +76.8% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling