-36.3%
STZ vs PFGC
+77.2%
-113.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.4% |
| 7D | +4.9% | +8.5% | -3.6% | +3.2% |
| 30D | +20.9% | +15.0% | +5.9% | +17.7% |
| 3M | +8.0% | -6.2% | +14.2% | +8.6% |
| 6M | -5.3% | +15.7% | -21.0% | -7.9% |
| YTD | +5.9% | +19.6% | -13.6% | +1.8% |
| 1Y | +14.2% | +13.2% | +1.0% | +10.8% |
| All | -36.3% | +77.2% | -113.5% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling