+183.6%
PAAS vs STZ
-37.2%
+220.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.2% | +1.7% |
| 7D | +8.4% | +4.9% | +3.5% | +7.7% |
| 30D | -7.2% | +20.9% | -28.0% | -9.8% |
| 3M | -14.0% | +8.0% | -22.0% | -15.1% |
| 6M | -26.8% | -5.3% | -21.5% | -26.0% |
| YTD | -19.8% | +5.9% | -25.7% | -21.5% |
| 1Y | +22.8% | +14.2% | +8.6% | +18.2% |
| 3Y | +183.6% | -37.0% | +220.6% | +201.7% |
| All | +183.6% | -37.2% | +220.8% | +201.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling