+11.8%
STZ vs PFG
+189.4%
-177.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.5% |
| 7D | -0.9% | -2.2% | +1.3% | -0.2% |
| 30D | +14.9% | +6.4% | +8.6% | +12.3% |
| 3M | +8.4% | +2.2% | +6.2% | +7.3% |
| 6M | +2.8% | +16.3% | -13.5% | -3.1% |
| YTD | +7.5% | +33.2% | -25.7% | -4.0% |
| 1Y | +12.5% | +40.6% | -28.1% | -1.6% |
| 3Y | -35.4% | +83.3% | -118.8% | -50.0% |
| 5Y | -29.3% | +97.7% | -127.0% | -48.3% |
| 10Y | +11.8% | +189.9% | -178.1% | -38.0% |
| All | +11.8% | +189.4% | -177.6% | -38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling