-32.8%
STZ vs PFG
+110.8%
-143.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -1.9% | +5.5% | -7.4% | -3.5% |
| 30D | -1.9% | +2.4% | -4.2% | -2.6% |
| 3M | -6.2% | +13.6% | -19.8% | -9.8% |
| 6M | -14.0% | +27.9% | -41.9% | -20.1% |
| YTD | -5.1% | +35.6% | -40.7% | -13.5% |
| 1Y | -9.6% | +48.5% | -58.0% | -20.0% |
| 3Y | -47.2% | +66.9% | -114.1% | -55.7% |
| All | -32.8% | +110.8% | -143.6% | -48.4% |
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