+15.5%
STZ vs PFGC
+346.1%
-330.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.5% |
| 7D | 0.0% | +0.3% | -0.2% | 0.0% |
| 30D | +14.7% | +16.1% | -1.4% | +11.4% |
| 3M | +8.8% | +2.4% | +6.4% | +8.2% |
| 6M | +3.1% | +15.7% | -12.6% | 0.0% |
| YTD | +7.9% | +22.3% | -14.4% | +3.1% |
| 1Y | +14.2% | +13.9% | +0.3% | +10.5% |
| 3Y | -35.2% | +80.3% | -115.5% | -43.2% |
| 5Y | -29.6% | +136.1% | -165.7% | -42.6% |
| All | +15.5% | +346.1% | -330.6% | -11.5% |
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