+49.2%
PAAS vs STZ
-29.2%
+78.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.5% | -4.2% |
| 7D | -7.0% | 0.0% | -7.1% | -7.1% |
| 30D | -15.3% | +14.7% | -30.0% | -18.2% |
| 3M | -27.7% | +8.8% | -36.5% | -29.5% |
| 6M | -40.5% | +3.1% | -43.5% | -41.2% |
| YTD | -26.5% | +7.9% | -34.4% | -29.3% |
| 1Y | -0.8% | +14.2% | -14.9% | -6.3% |
| 3Y | +196.9% | -35.2% | +232.1% | +237.3% |
| 5Y | +49.2% | -29.6% | +78.7% | +68.4% |
| All | +49.2% | -29.2% | +78.3% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling