+69.8%
PBF vs STLD
+56.0%
+13.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.8% | -9.0% | -5.5% |
| 7D | -15.3% | -4.7% | -10.6% | -15.0% |
| 30D | -21.8% | -0.9% | -20.8% | -21.7% |
| 3M | -0.2% | -11.9% | +11.7% | -1.0% |
| 6M | +63.6% | +0.9% | +62.7% | +63.8% |
| YTD | +147.5% | +40.4% | +107.1% | +138.1% |
| 1Y | +69.8% | +56.6% | +13.3% | +60.1% |
| All | +69.8% | +56.0% | +13.8% | +60.1% |
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