+3.0%
STZ vs PTC
+333.9%
-330.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +11.8% | -0.1% | +11.9% | +11.8% |
| 30D | +26.0% | +0.8% | +25.1% | +25.7% |
| 3M | +11.5% | +39.6% | -28.0% | +2.2% |
| 6M | -2.0% | +41.5% | -43.4% | -11.1% |
| YTD | +7.9% | +11.7% | -3.8% | +3.2% |
| 1Y | +13.9% | +2.4% | +11.5% | +11.3% |
| 3Y | -35.8% | +31.9% | -67.8% | -43.0% |
| 5Y | -28.4% | +54.5% | -82.9% | -40.5% |
| All | +3.0% | +333.9% | -330.9% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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