-50.0%
STZ vs PPG
-16.1%
-33.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.3% |
| 7D | -6.0% | -3.7% | -2.3% | -4.8% |
| 30D | -8.9% | -7.2% | -1.7% | -6.5% |
| 3M | -12.6% | -7.3% | -5.2% | -10.5% |
| 6M | -17.2% | +0.3% | -17.5% | -18.0% |
| YTD | -10.0% | +6.5% | -16.6% | -13.4% |
| 1Y | -14.3% | +0.5% | -14.8% | -15.7% |
| All | -50.0% | -16.1% | -33.9% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling