-46.8%
STZ vs PFGC
+60.5%
-107.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.9% | -2.2% | +0.3% | -1.5% |
| 30D | -1.9% | -11.9% | +10.1% | +0.4% |
| 3M | -6.2% | +5.0% | -11.2% | -7.1% |
| 6M | -14.0% | +8.6% | -22.6% | -15.5% |
| YTD | -5.1% | +9.7% | -14.8% | -7.5% |
| 1Y | -9.6% | -6.3% | -3.3% | -8.9% |
| All | -46.8% | +60.5% | -107.3% | -57.4% |
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