+66.0%
PBF vs STLD
+135.5%
-69.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.7% |
| 7D | +4.3% | +3.1% | +1.1% | +3.0% |
| 30D | +22.0% | -9.0% | +31.0% | +25.9% |
| 3M | +74.5% | -12.4% | +86.9% | +81.9% |
| 6M | +67.7% | +25.5% | +42.2% | +48.4% |
| YTD | +179.2% | +43.6% | +135.6% | +130.4% |
| 1Y | +170.0% | +87.2% | +82.8% | +91.7% |
| All | +66.0% | +135.5% | -69.5% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling