+668.5%
PBR vs STLD
+1,117.5%
-449.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.6% | +2.8% |
| 7D | +4.2% | -3.6% | +7.9% | +5.9% |
| 30D | +22.7% | -10.1% | +32.8% | +27.8% |
| 3M | +21.5% | -11.4% | +33.0% | +26.6% |
| 6M | +24.0% | +30.8% | -6.8% | +7.6% |
| YTD | +88.2% | +40.7% | +47.6% | +57.1% |
| 1Y | +74.8% | +80.8% | -6.0% | +29.0% |
| 3Y | +105.1% | +140.2% | -35.0% | +24.3% |
| 5Y | +572.2% | +288.5% | +283.8% | +177.9% |
| All | +668.5% | +1,117.5% | -449.0% | +40.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling