+126.3%
PAAS vs NUE
+147.3%
-21.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | +2.6% | -2.3% | +4.9% | +3.3% |
| 30D | +2.5% | -6.1% | +8.6% | +4.0% |
| 3M | +15.1% | +1.7% | +13.4% | +14.0% |
| 6M | -12.1% | +53.1% | -65.1% | -22.0% |
| YTD | +3.1% | +59.0% | -56.0% | -9.5% |
| 1Y | +50.8% | +85.3% | -34.5% | +26.9% |
| 3Y | +259.5% | +63.2% | +196.3% | +203.8% |
| 5Y | +126.3% | +146.8% | -20.5% | +69.9% |
| All | +126.3% | +147.3% | -21.0% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 5y: compounded portfolio wealth divided by compounded NUE 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…
5y analysis · Full analysis span regression · 6 months rolling