+196.2%
PAAS vs STZ
+13.4%
+182.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -8.9% | +2.6% | -11.5% | -9.5% |
| 30D | -11.4% | +15.2% | -26.6% | -14.8% |
| 3M | -20.4% | +7.6% | -28.1% | -22.3% |
| 6M | -40.7% | +5.3% | -46.0% | -42.0% |
| YTD | -26.9% | +8.6% | -35.6% | -29.7% |
| 1Y | -3.1% | +15.6% | -18.6% | -8.5% |
| 3Y | +199.3% | -35.2% | +234.4% | +230.8% |
| 5Y | +48.3% | -29.1% | +77.4% | +59.6% |
| All | +196.2% | +13.4% | +182.8% | +137.7% |
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