+1,528.3%
STZ vs PFG
+978.4%
+549.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +0.3% |
| 7D | +11.8% | -0.7% | +12.5% | +12.0% |
| 30D | +26.0% | +2.8% | +23.1% | +25.1% |
| 3M | +11.5% | -1.0% | +12.6% | +11.6% |
| 6M | -2.0% | +13.6% | -15.6% | -5.3% |
| YTD | +7.9% | +31.1% | -23.2% | +0.2% |
| 1Y | +13.9% | +43.8% | -29.9% | +3.3% |
| 3Y | -35.8% | +75.0% | -110.9% | -45.2% |
| 5Y | -28.4% | +95.2% | -123.7% | -41.3% |
| 10Y | +7.1% | +207.5% | -200.4% | -24.9% |
| All | +1,528.3% | +978.4% | +549.9% | +705.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling