+330.8%
PBF vs STLD
+2,405.6%
-2,074.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.4% |
| 7D | +4.3% | +3.1% | +1.1% | +2.2% |
| 30D | +22.0% | -9.0% | +31.0% | +28.6% |
| 3M | +74.5% | -12.4% | +86.9% | +85.4% |
| 6M | +67.7% | +25.5% | +42.2% | +39.5% |
| YTD | +179.2% | +43.6% | +135.6% | +112.5% |
| 1Y | +170.0% | +87.2% | +82.8% | +71.3% |
| 3Y | +66.4% | +135.2% | -68.9% | -12.4% |
| 5Y | +764.5% | +290.9% | +473.6% | +191.8% |
| 10Y | +358.5% | +1,113.5% | -754.9% | -23.6% |
| All | +330.8% | +2,405.6% | -2,074.8% | -47.3% |
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