-32.8%
STZ vs PTC
+6.0%
-38.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | +0.1% |
| 7D | -1.9% | -10.3% | +8.3% | -0.5% |
| 30D | -1.9% | +1.1% | -3.0% | -2.1% |
| 3M | -6.2% | +1.6% | -7.8% | -6.7% |
| 6M | -14.0% | -13.5% | -0.5% | -12.4% |
| YTD | -5.1% | -19.1% | +13.9% | -2.3% |
| 1Y | -9.6% | -33.9% | +24.3% | -3.3% |
| 3Y | -47.2% | -3.9% | -43.3% | -48.9% |
| All | -32.8% | +6.0% | -38.8% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling