+1,597.0%
PPL vs STZ
+10,950.7%
-9,353.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +1.0% | +11.8% | -10.7% | -1.0% |
| 30D | +6.8% | +26.0% | -19.1% | +2.4% |
| 3M | +3.9% | +11.5% | -7.7% | +1.6% |
| 6M | -2.0% | -2.0% | -0.1% | -2.0% |
| YTD | +5.3% | +7.9% | -2.6% | +3.0% |
| 1Y | +2.2% | +13.9% | -11.7% | -1.1% |
| 3Y | +56.7% | -35.8% | +92.6% | +66.7% |
| 5Y | +49.1% | -28.4% | +77.5% | +55.1% |
| 10Y | +63.6% | +7.1% | +56.6% | +56.9% |
| All | +1,597.0% | +10,950.7% | -9,353.7% | +912.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling