+11.8%
STZ vs PFGC
+363.4%
-351.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -0.9% | +1.5% | -2.4% | -1.2% |
| 30D | +14.9% | +17.4% | -2.5% | +11.4% |
| 3M | +8.4% | -2.4% | +10.8% | +8.7% |
| 6M | +2.8% | +18.2% | -15.4% | -0.7% |
| YTD | +7.5% | +23.7% | -16.1% | +2.5% |
| 1Y | +12.5% | +15.0% | -2.4% | +8.8% |
| 3Y | -35.4% | +82.3% | -117.8% | -43.5% |
| 5Y | -29.3% | +131.9% | -161.2% | -42.2% |
| 10Y | +11.8% | +353.0% | -341.2% | -14.7% |
| All | +11.8% | +363.4% | -351.6% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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