+61.9%
PYPL vs STZ
+50.2%
+11.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.0% | +5.3% | -4.4% | -1.0% |
| 30D | +5.9% | +19.6% | -13.7% | -1.1% |
| 3M | -0.2% | +10.0% | -10.2% | -4.0% |
| 6M | +30.3% | -0.3% | +30.6% | +29.5% |
| YTD | +1.6% | +8.6% | -7.0% | -4.3% |
| 1Y | -10.3% | +16.6% | -26.9% | -18.0% |
| 3Y | +8.5% | -34.8% | +43.3% | +23.3% |
| 5Y | -71.0% | -27.8% | -43.1% | -68.6% |
| 10Y | +46.9% | +12.5% | +34.4% | +21.2% |
| All | +61.9% | +50.2% | +11.7% | +4.2% |
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