-35.8%
STZ vs PTC
+31.8%
-67.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +25.9% |
| 3M | +11.5% | +39.6% | -28.0% | +9.2% |
| 6M | -2.0% | +41.5% | -43.4% | -4.1% |
| YTD | +7.9% | +11.7% | -3.8% | +8.1% |
| 1Y | +13.9% | +2.4% | +11.5% | +15.6% |
| All | -35.8% | +31.8% | -67.7% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling