+1.1%
STZ vs PTC
+334.9%
-333.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +4.9% | -0.2% | +5.1% | +5.0% |
| 30D | +20.9% | +0.8% | +20.1% | +20.7% |
| 3M | +8.0% | +32.1% | -24.1% | +0.3% |
| 6M | -5.3% | +42.6% | -47.9% | -14.3% |
| YTD | +5.9% | +12.0% | -6.0% | +1.3% |
| 1Y | +14.2% | +12.2% | +2.1% | +9.0% |
| 3Y | -37.0% | +31.2% | -68.2% | -43.8% |
| 5Y | -29.7% | +54.9% | -84.6% | -41.6% |
| All | +1.1% | +334.9% | -333.8% | -41.1% |
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