+252.3%
PBF vs STLD
+779.4%
-527.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.1% | +1.3% | +2.0% |
| 7D | -7.4% | -9.7% | +2.3% | -1.0% |
| 30D | -17.5% | -4.5% | -12.9% | -15.4% |
| 3M | +13.1% | -13.1% | +26.2% | +22.7% |
| 6M | +72.6% | -2.8% | +75.4% | +69.5% |
| YTD | +161.2% | +35.3% | +125.9% | +98.9% |
| 1Y | +93.3% | +51.4% | +42.0% | +35.4% |
| 3Y | +80.7% | +117.9% | -37.3% | -7.9% |
| 5Y | +396.1% | +272.6% | +123.5% | +43.1% |
| 10Y | +252.3% | +782.2% | -529.9% | -52.2% |
| All | +252.3% | +779.4% | -527.1% | -52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling