+188.9%
PAAS vs STLD
+868.9%
-680.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +8.4% | -11.1% | +19.5% | +11.0% |
| 30D | -7.2% | -4.8% | -2.4% | -6.3% |
| 3M | -14.0% | -14.6% | +0.5% | -11.5% |
| 6M | -26.8% | -7.4% | -19.4% | -26.0% |
| YTD | -19.8% | +32.6% | -52.4% | -24.9% |
| 1Y | +22.8% | +47.3% | -24.5% | +12.7% |
| 3Y | +183.6% | +107.5% | +76.1% | +138.6% |
| 5Y | +73.8% | +268.8% | -195.0% | +28.7% |
| All | +188.9% | +868.9% | -680.0% | +75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling