-37.0%
STZ vs PAYC
+50.7%
-87.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.1% | +3.3% | -1.2% |
| 7D | +4.9% | -10.2% | +15.1% | +6.1% |
| 30D | +20.9% | +6.1% | +14.7% | +20.3% |
| 3M | +8.0% | +10.1% | -2.1% | +7.1% |
| 6M | -5.3% | +88.6% | -93.9% | -10.6% |
| YTD | +5.9% | +50.0% | -44.1% | +2.9% |
| 1Y | +14.2% | +46.1% | -31.9% | +11.4% |
| 3Y | -37.0% | +51.2% | -88.1% | -38.6% |
| All | -37.0% | +50.7% | -87.7% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling