+51.4%
PYPL vs STZ
+31.3%
+20.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | +2.7% | -1.9% | +4.6% | +3.4% |
| 30D | -4.9% | -1.9% | -3.0% | -4.3% |
| 3M | +28.9% | -6.2% | +35.1% | +31.5% |
| 6M | +18.2% | -14.0% | +32.2% | +23.7% |
| YTD | -5.0% | -5.1% | +0.1% | -5.6% |
| 1Y | -18.8% | -9.6% | -9.3% | -17.9% |
| 3Y | -12.6% | -47.2% | +34.7% | +8.2% |
| 5Y | -80.8% | -33.6% | -47.2% | -78.6% |
| 10Y | +49.9% | -9.8% | +59.7% | +35.7% |
| All | +51.4% | +31.3% | +20.1% | +2.7% |
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 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