+12.9%
STZ vs PFGC
+362.5%
-349.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +5.3% | +15.0% | -9.7% | +2.5% |
| 30D | +19.6% | +17.0% | +2.6% | +16.0% |
| 3M | +10.0% | -2.5% | +12.4% | +10.3% |
| 6M | -0.3% | +19.2% | -19.5% | -3.8% |
| YTD | +8.6% | +23.4% | -14.9% | +3.5% |
| 1Y | +16.6% | +13.9% | +2.7% | +12.9% |
| 3Y | -34.8% | +82.0% | -116.8% | -42.9% |
| 5Y | -27.8% | +128.7% | -156.5% | -40.8% |
| All | +12.9% | +362.5% | -349.6% | -13.8% |
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