+289.8%
PBF vs STLD
+2,212.8%
-1,923.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -7.2% | -0.2% | -3.1% |
| 7D | -13.8% | -11.1% | -2.6% | -7.4% |
| 30D | -19.6% | -4.8% | -14.8% | -17.6% |
| 3M | +10.3% | -14.6% | +24.8% | +20.1% |
| 6M | +63.4% | -7.4% | +70.8% | +65.9% |
| YTD | +152.6% | +32.6% | +120.1% | +100.7% |
| 1Y | +87.4% | +47.3% | +40.0% | +38.6% |
| 3Y | +63.3% | +107.5% | -44.3% | -6.9% |
| 5Y | +412.5% | +268.8% | +143.6% | +78.3% |
| 10Y | +282.5% | +883.3% | -600.8% | -30.3% |
| All | +289.8% | +2,212.8% | -1,923.0% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling