+96.4%
PBF vs STLD
+46.8%
+49.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.7% |
| 7D | +6.5% | +2.9% | +3.5% | +6.2% |
| 30D | -20.0% | -5.6% | -14.4% | -19.6% |
| 3M | -3.3% | -11.7% | +8.4% | -3.7% |
| 6M | +76.8% | -2.8% | +79.6% | +77.5% |
| YTD | +168.9% | +36.4% | +132.5% | +156.1% |
| 1Y | +96.4% | +50.0% | +46.4% | +79.7% |
| All | +96.4% | +46.8% | +49.6% | +79.7% |
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 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