+119.0%
PAAS vs STLD
+292.4%
-173.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.0% |
| 7D | -2.9% | +3.1% | -6.0% | -3.7% |
| 30D | +6.8% | -9.0% | +15.8% | +9.1% |
| 3M | -2.9% | -12.4% | +9.5% | +0.1% |
| 6M | -16.4% | +25.5% | -41.9% | -21.9% |
| YTD | 0.0% | +43.6% | -43.6% | -9.7% |
| 1Y | +54.3% | +87.2% | -32.9% | +29.6% |
| 3Y | +230.7% | +135.2% | +95.4% | +155.5% |
| All | +119.0% | +292.4% | -173.4% | +42.5% |
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