+1,269.9%
PAAS vs STZ
+2,696.0%
-1,426.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -2.9% | -1.9% | -1.0% | -2.5% |
| 30D | +6.8% | -1.9% | +8.7% | +7.1% |
| 3M | -2.9% | -6.2% | +3.3% | -2.0% |
| 6M | -16.4% | -14.0% | -2.4% | -14.4% |
| YTD | 0.0% | -5.1% | +5.1% | +0.2% |
| 1Y | +54.3% | -9.6% | +63.9% | +55.8% |
| 3Y | +230.7% | -47.2% | +277.9% | +267.9% |
| 5Y | +111.6% | -33.6% | +145.2% | +125.0% |
| 10Y | +211.7% | -9.8% | +221.5% | +205.4% |
| All | +1,269.9% | +2,696.0% | -1,426.1% | +616.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling