-46.8%
STZ vs PAYC
-19.5%
-27.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.4% |
| 7D | -1.9% | -2.9% | +1.0% | -1.7% |
| 30D | -1.9% | +32.8% | -34.6% | -4.0% |
| 3M | -6.2% | +69.3% | -75.5% | -9.8% |
| 6M | -14.0% | +74.0% | -88.0% | -17.5% |
| YTD | -5.1% | +46.4% | -51.5% | -7.4% |
| 1Y | -9.6% | +4.2% | -13.7% | -8.9% |
| All | -46.8% | -19.5% | -27.4% | -44.9% |
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