+566.9%
PBR vs STLD
+790.2%
-223.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | -3.7% | +6.9% | -10.6% | -6.5% |
| 30D | -29.0% | -1.5% | -27.6% | -28.7% |
| 3M | +4.9% | -9.7% | +14.6% | +8.9% |
| 6M | -8.4% | +2.3% | -10.7% | -11.0% |
| YTD | +59.4% | +41.0% | +18.3% | +32.5% |
| 1Y | +45.5% | +51.8% | -6.3% | +16.7% |
| 3Y | +67.4% | +126.4% | -59.0% | +4.1% |
| 5Y | +453.0% | +285.7% | +167.3% | +128.2% |
| All | +566.9% | +790.2% | -223.3% | +37.1% |
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