+423.4%
PBF vs STLD
+291.0%
+132.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.2% | +4.6% | +5.3% |
| 7D | -4.0% | -0.5% | -3.5% | -3.9% |
| 30D | -18.0% | -0.1% | -17.9% | -18.2% |
| 3M | +0.9% | -9.2% | +10.1% | +4.2% |
| 6M | +65.7% | +1.8% | +64.0% | +61.4% |
| YTD | +161.9% | +42.1% | +119.7% | +117.9% |
| 1Y | +77.8% | +58.5% | +19.3% | +40.4% |
| 3Y | +74.9% | +128.2% | -53.4% | +15.5% |
| 5Y | +423.4% | +288.2% | +135.1% | +182.5% |
| All | +423.4% | +291.0% | +132.4% | +182.5% |
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 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