+16.3%
STZ vs PPG
+53.9%
-37.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.6% | +0.7% | +1.8% | +2.2% |
| 30D | +15.2% | +17.6% | -2.4% | +7.7% |
| 3M | +7.6% | +7.5% | +0.2% | +4.3% |
| 6M | +5.3% | +17.6% | -12.4% | -2.3% |
| YTD | +8.6% | +22.6% | -13.9% | -1.9% |
| 1Y | +15.6% | +28.0% | -12.4% | +2.4% |
| 3Y | -35.2% | +1.8% | -36.9% | -37.6% |
| 5Y | -29.1% | -15.5% | -13.6% | -27.7% |
| All | +16.3% | +53.9% | -37.6% | -18.5% |
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