+15.9%
STZ vs PFG
+46.8%
-30.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.1% | +1.2% | +4.6% |
| 7D | +13.0% | +4.9% | +8.1% | +12.0% |
| 30D | +29.4% | +5.7% | +23.8% | +28.1% |
| 3M | +11.6% | +2.6% | +9.0% | +11.0% |
| 6M | -0.2% | +19.8% | -20.0% | -3.0% |
| YTD | +8.6% | +36.3% | -27.7% | +2.9% |
| 1Y | +15.9% | +47.9% | -32.0% | +11.5% |
| All | +15.9% | +46.8% | -30.9% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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