+77.6%
PBR vs STLD
+80.8%
-3.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.3% | +3.6% |
| 7D | +2.5% | +2.7% | -0.2% | +2.3% |
| 30D | +19.4% | -8.4% | +27.8% | +20.1% |
| 3M | +20.8% | -9.9% | +30.7% | +21.5% |
| 6M | +23.5% | +33.0% | -9.6% | +20.5% |
| YTD | +83.4% | +42.6% | +40.8% | +78.3% |
| 1Y | +77.6% | +80.8% | -3.2% | +72.2% |
| All | +77.6% | +80.8% | -3.3% | +72.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling