+26.1%
PAAS vs STLD
+59.7%
-33.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -3.0% | +11.4% | +9.2% |
| 7D | -1.1% | -3.9% | +2.9% | 0.0% |
| 30D | -8.5% | -0.4% | -8.1% | -8.4% |
| 3M | -7.3% | -9.2% | +1.9% | -4.6% |
| 6M | -18.3% | +5.0% | -23.2% | -20.4% |
| YTD | -19.2% | +42.8% | -62.0% | -28.6% |
| 1Y | +26.1% | +60.1% | -33.9% | +4.3% |
| All | +26.1% | +59.7% | -33.5% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling