+652.3%
PBR vs STLD
+1,136.1%
-483.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +0.3% | -2.8% | +3.1% | +1.6% |
| 30D | +17.5% | -10.4% | +27.9% | +22.6% |
| 3M | +20.9% | -10.6% | +31.5% | +25.4% |
| 6M | +20.2% | +32.7% | -12.4% | +3.7% |
| YTD | +84.3% | +42.8% | +41.5% | +52.9% |
| 1Y | +77.1% | +86.9% | -9.8% | +28.8% |
| 3Y | +100.8% | +143.8% | -43.0% | +20.9% |
| 5Y | +556.1% | +293.5% | +262.6% | +169.9% |
| All | +652.3% | +1,136.1% | -483.7% | +36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling