+331.0%
PANW vs STLD
+294.9%
+36.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +2.0% | -2.8% | +4.8% | +2.7% |
| 30D | -13.0% | -10.4% | -2.6% | -11.0% |
| 3M | +28.6% | -10.6% | +39.2% | +31.3% |
| 6M | +103.0% | +32.7% | +70.3% | +87.1% |
| YTD | +81.9% | +42.8% | +39.1% | +63.4% |
| 1Y | +69.6% | +86.9% | -17.3% | +41.1% |
| 3Y | +169.4% | +143.8% | +25.6% | +105.3% |
| 5Y | +331.0% | +293.5% | +37.5% | +175.9% |
| All | +331.0% | +294.9% | +36.1% | +175.9% |
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