-37.0%
STZ vs PPG
+2.5%
-39.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +4.9% | +2.4% | +2.5% | +4.1% |
| 30D | +20.9% | +16.5% | +4.4% | +14.7% |
| 3M | +8.0% | +5.1% | +2.9% | +6.1% |
| 6M | -5.3% | +11.1% | -16.4% | -9.1% |
| YTD | +5.9% | +21.7% | -15.7% | -2.6% |
| 1Y | +14.2% | +32.0% | -17.7% | +1.5% |
| 3Y | -37.0% | +2.8% | -39.7% | -38.5% |
| All | -37.0% | +2.5% | -39.5% | -38.5% |
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 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