+199.5%
PAAS vs STZ
-9.3%
+208.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -2.9% | -1.9% | -1.0% | -2.4% |
| 30D | +6.8% | -1.9% | +8.7% | +7.2% |
| 3M | -2.9% | -6.2% | +3.3% | -1.6% |
| 6M | -16.4% | -14.0% | -2.4% | -13.6% |
| YTD | 0.0% | -5.1% | +5.1% | 0.0% |
| 1Y | +54.3% | -9.6% | +63.9% | +56.1% |
| 3Y | +230.7% | -47.2% | +277.9% | +287.8% |
| 5Y | +111.6% | -33.6% | +145.2% | +132.1% |
| All | +199.5% | -9.3% | +208.8% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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