+22.8%
PAAS vs STZ
+13.3%
+9.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.2% | +1.5% |
| 7D | +8.4% | +4.9% | +3.5% | +8.3% |
| 30D | -7.2% | +20.9% | -28.0% | -7.8% |
| 3M | -14.0% | +8.0% | -22.0% | -14.1% |
| 6M | -26.8% | -5.3% | -21.5% | -25.5% |
| YTD | -19.8% | +5.9% | -25.7% | -21.8% |
| 1Y | +22.8% | +14.2% | +8.6% | +24.0% |
| All | +22.8% | +13.3% | +9.6% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling