+212.2%
PAAS vs STLD
+802.0%
-589.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.6% |
| 7D | -5.2% | -0.5% | -4.7% | -5.2% |
| 30D | -13.9% | -0.1% | -13.9% | -14.1% |
| 3M | -23.8% | -9.2% | -14.6% | -22.6% |
| 6M | -36.4% | +1.8% | -38.2% | -37.0% |
| YTD | -23.4% | +42.1% | -65.5% | -29.3% |
| 1Y | +5.6% | +58.5% | -52.9% | -4.7% |
| 3Y | +209.7% | +128.2% | +81.5% | +155.1% |
| 5Y | +55.6% | +288.2% | -232.7% | +13.6% |
| 10Y | +212.2% | +799.8% | -587.6% | +78.4% |
| All | +212.2% | +802.0% | -589.8% | +78.4% |
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