-35.8%
STZ vs PFGC
+81.0%
-116.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | +11.8% | +12.5% | -0.7% | +9.2% |
| 30D | +26.0% | +17.0% | +9.0% | +22.3% |
| 3M | +11.5% | -2.1% | +13.6% | +11.4% |
| 6M | -2.0% | +25.9% | -27.9% | -6.0% |
| YTD | +7.9% | +22.0% | -14.1% | +3.2% |
| 1Y | +13.9% | +14.8% | -0.9% | +10.2% |
| All | -35.8% | +81.0% | -116.8% | -46.3% |
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