+1,269.9%
PAAS vs NUE
+4,308.5%
-3,038.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -2.9% | +4.2% | -7.1% | -4.0% |
| 30D | +6.8% | -5.0% | +11.8% | +8.1% |
| 3M | -2.9% | -0.2% | -2.7% | -3.3% |
| 6M | -16.4% | +49.1% | -65.6% | -25.8% |
| YTD | 0.0% | +61.0% | -61.0% | -13.2% |
| 1Y | +54.3% | +82.5% | -28.2% | +28.7% |
| 3Y | +230.7% | +57.9% | +172.8% | +179.9% |
| 5Y | +111.6% | +146.6% | -34.9% | +52.0% |
| 10Y | +211.7% | +561.6% | -349.9% | +54.7% |
| All | +1,269.9% | +4,308.5% | -3,038.6% | +521.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling