+188.9%
PAAS vs STZ
+3.4%
+185.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.2% | +1.9% |
| 7D | +8.4% | +4.9% | +3.5% | +7.2% |
| 30D | -7.2% | +20.9% | -28.0% | -11.9% |
| 3M | -14.0% | +8.0% | -22.0% | -16.1% |
| 6M | -26.8% | -5.3% | -21.5% | -26.3% |
| YTD | -19.8% | +5.9% | -25.7% | -22.3% |
| 1Y | +22.8% | +14.2% | +8.6% | +16.3% |
| 3Y | +183.6% | -37.0% | +220.6% | +215.3% |
| 5Y | +73.8% | -29.7% | +103.5% | +87.3% |
| All | +188.9% | +3.4% | +185.5% | +170.2% |
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