+1.1%
STZ vs PFG
+195.7%
-194.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.2% |
| 7D | +4.9% | -0.6% | +5.6% | +5.2% |
| 30D | +20.9% | +2.0% | +18.9% | +20.0% |
| 3M | +8.0% | -3.2% | +11.2% | +8.9% |
| 6M | -5.3% | +10.9% | -16.2% | -9.1% |
| YTD | +5.9% | +28.8% | -22.9% | -4.2% |
| 1Y | +14.2% | +39.2% | -25.0% | +0.3% |
| 3Y | -37.0% | +75.0% | -112.0% | -50.2% |
| 5Y | -29.7% | +91.9% | -121.6% | -47.9% |
| All | +1.1% | +195.7% | -194.6% | -39.1% |
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