+70.8%
PAAS vs STLD
+255.4%
-184.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +8.4% | -11.1% | +19.5% | +11.7% |
| 30D | -7.2% | -4.8% | -2.4% | -6.1% |
| 3M | -14.0% | -14.6% | +0.5% | -10.8% |
| 6M | -26.8% | -7.4% | -19.4% | -25.8% |
| YTD | -19.8% | +32.6% | -52.4% | -26.4% |
| 1Y | +22.8% | +47.3% | -24.5% | +9.7% |
| 3Y | +183.6% | +107.5% | +76.1% | +124.4% |
| All | +70.8% | +255.4% | -184.6% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling