-28.4%
STZ vs PFG
+95.1%
-123.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +0.4% |
| 7D | +11.8% | -0.7% | +12.5% | +12.0% |
| 30D | +26.0% | +2.8% | +23.1% | +24.9% |
| 3M | +11.5% | -1.0% | +12.6% | +11.6% |
| 6M | -2.0% | +13.6% | -15.6% | -5.7% |
| YTD | +7.9% | +31.1% | -23.2% | -0.8% |
| 1Y | +13.9% | +43.8% | -29.9% | +1.9% |
| 3Y | -35.8% | +75.0% | -110.9% | -46.9% |
| 5Y | -28.4% | +95.2% | -123.7% | -43.3% |
| All | -28.4% | +95.1% | -123.5% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling