-19.0%
PYPL vs STLD
+89.3%
-108.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.2% |
| 7D | +2.4% | +3.1% | -0.7% | +2.2% |
| 30D | -5.1% | -9.0% | +3.9% | -4.6% |
| 3M | +28.6% | -12.4% | +40.9% | +29.4% |
| 6M | +17.9% | +25.5% | -7.6% | +13.7% |
| YTD | -5.3% | +43.6% | -48.9% | -12.3% |
| 1Y | -19.0% | +87.2% | -106.2% | -29.1% |
| All | -19.0% | +89.3% | -108.3% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling