-28.4%
STZ vs PFGC
+131.9%
-160.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | +11.8% | +12.5% | -0.7% | +9.3% |
| 30D | +26.0% | +17.0% | +9.0% | +22.3% |
| 3M | +11.5% | -2.1% | +13.6% | +11.6% |
| 6M | -2.0% | +25.9% | -27.9% | -6.1% |
| YTD | +7.9% | +22.0% | -14.1% | +3.3% |
| 1Y | +13.9% | +14.8% | -0.9% | +10.3% |
| 3Y | -35.8% | +80.8% | -116.7% | -43.6% |
| 5Y | -28.4% | +126.0% | -154.4% | -40.1% |
| All | -28.4% | +131.9% | -160.3% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling