-14.1%
STZ vs PPG
+24.5%
-38.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -4.6% |
| 7D | -7.4% | 0.0% | -7.4% | -7.4% |
| 30D | -10.9% | -7.8% | -3.1% | -7.9% |
| 3M | -13.4% | -2.2% | -11.2% | -13.0% |
| 6M | -16.2% | +4.1% | -20.3% | -18.6% |
| YTD | -10.4% | +9.1% | -19.5% | -15.0% |
| 1Y | -14.8% | +1.0% | -15.7% | -16.5% |
| 3Y | -50.1% | -13.3% | -36.9% | -48.7% |
| 5Y | -38.8% | -19.2% | -19.6% | -36.8% |
| 10Y | -14.1% | +25.9% | -40.0% | -33.1% |
| All | -14.1% | +24.5% | -38.5% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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