-81.6%
PYPL vs STZ
-38.0%
-43.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | -4.3% | -6.0% | +1.7% | -2.4% |
| 30D | -11.5% | -8.9% | -2.6% | -8.9% |
| 3M | +26.1% | -12.6% | +38.7% | +31.2% |
| 6M | +13.7% | -17.2% | +30.9% | +19.4% |
| YTD | -9.8% | -10.0% | +0.2% | -9.8% |
| 1Y | -22.1% | -14.3% | -7.8% | -20.6% |
| 3Y | -13.5% | -49.9% | +36.4% | +8.7% |
| 5Y | -81.6% | -38.2% | -43.4% | -79.7% |
| All | -81.6% | -38.0% | -43.7% | -79.7% |
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 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