-16.4%
PAAS vs STLD
+22.5%
-38.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +10.3% |
| 3M | -2.9% | -12.4% | +9.5% | +3.0% |
| 6M | -16.4% | +25.5% | -41.9% | -26.7% |
| All | -16.4% | +22.5% | -38.9% | -26.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling