+179.6%
PAAS vs STLD
+104.7%
+74.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.6% | +5.4% | -0.1% |
| 7D | -0.4% | -12.5% | +12.1% | +3.1% |
| 30D | -11.6% | -6.8% | -4.8% | -10.0% |
| 3M | -15.6% | -16.4% | +0.8% | -11.7% |
| 6M | -19.1% | -6.1% | -13.0% | -18.4% |
| YTD | -20.9% | +32.0% | -52.9% | -27.7% |
| 1Y | +21.3% | +45.5% | -24.2% | +8.1% |
| All | +179.6% | +104.7% | +74.9% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling