-9.7%
STZ vs PAYC
+356.0%
-365.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | 0.0% |
| 7D | -1.9% | -2.9% | +1.0% | -1.4% |
| 30D | -1.9% | +32.8% | -34.6% | -7.2% |
| 3M | -6.2% | +69.3% | -75.5% | -15.3% |
| 6M | -14.0% | +74.0% | -88.0% | -23.3% |
| YTD | -5.1% | +46.4% | -51.5% | -12.8% |
| 1Y | -9.6% | +4.2% | -13.7% | -11.4% |
| 3Y | -47.2% | -19.7% | -27.5% | -47.6% |
| 5Y | -33.6% | -52.0% | +18.5% | -28.6% |
| All | -9.7% | +356.0% | -365.7% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 10y: compounded portfolio wealth divided by compounded PAYC 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…
10y analysis · Full analysis span regression · 6 months rolling