+214.0%
PAAS vs STZ
-34.1%
+248.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +4.2% | +5.3% | -1.2% | +3.5% |
| 30D | -13.8% | +19.6% | -33.4% | -16.1% |
| 3M | -22.7% | +10.0% | -32.7% | -23.9% |
| 6M | -32.1% | -0.3% | -31.8% | -32.0% |
| YTD | -22.3% | +8.6% | -30.9% | -24.2% |
| 1Y | +7.7% | +16.6% | -8.9% | +3.4% |
| 3Y | +214.0% | -34.8% | +248.8% | +233.1% |
| All | +214.0% | -34.1% | +248.1% | +233.1% |
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