+122.9%
STZ vs PAYC
+1,335.2%
-1,212.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.1% | +0.5% |
| 7D | +11.8% | -4.1% | +15.9% | +12.5% |
| 30D | +26.0% | +12.4% | +13.6% | +23.7% |
| 3M | +11.5% | +43.3% | -31.7% | +4.9% |
| 6M | -2.0% | +90.7% | -92.7% | -12.4% |
| YTD | +7.9% | +58.0% | -50.1% | -1.2% |
| 1Y | +13.9% | +37.4% | -23.5% | +6.7% |
| 3Y | -35.8% | +61.1% | -97.0% | -42.6% |
| 5Y | -28.4% | -49.1% | +20.6% | -25.1% |
| 10Y | +7.1% | +497.7% | -490.6% | -23.6% |
| All | +122.9% | +1,335.2% | -1,212.3% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling