+16.3%
STZ vs PFG
+184.0%
-167.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +2.6% | +2.4% | +0.2% | +1.7% |
| 30D | +15.2% | +5.9% | +9.3% | +12.8% |
| 3M | +7.6% | -0.4% | +8.1% | +7.5% |
| 6M | +5.3% | +14.8% | -9.6% | -0.3% |
| YTD | +8.6% | +31.9% | -23.3% | -2.7% |
| 1Y | +15.6% | +38.8% | -23.2% | +1.5% |
| 3Y | -35.2% | +82.4% | -117.6% | -49.7% |
| 5Y | -29.1% | +94.7% | -123.8% | -47.8% |
| All | +16.3% | +184.0% | -167.6% | -35.1% |
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