+63.2%
PYPL vs STZ
+46.6%
+16.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | +3.9% | +4.9% | -1.0% | +2.1% |
| 30D | +7.8% | +20.9% | -13.1% | +0.3% |
| 3M | -0.7% | +8.0% | -8.6% | -3.8% |
| 6M | +28.8% | -5.3% | +34.1% | +30.5% |
| YTD | +2.4% | +5.9% | -3.6% | -2.6% |
| 1Y | -9.6% | +14.2% | -23.8% | -16.8% |
| 3Y | +9.7% | -37.0% | +46.6% | +26.2% |
| 5Y | -73.5% | -29.7% | -43.8% | -71.0% |
| 10Y | +46.5% | +5.2% | +41.3% | +24.1% |
| All | +63.2% | +46.6% | +16.6% | +5.9% |
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