+66.1%
PBR vs STLD
+105.6%
-39.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -16.0% | -11.1% | -4.8% | -14.1% |
| 30D | -22.8% | -4.8% | -18.0% | -22.0% |
| 3M | +3.0% | -14.6% | +17.5% | +5.7% |
| 6M | -8.1% | -7.4% | -0.7% | -7.2% |
| YTD | +63.1% | +32.6% | +30.6% | +53.4% |
| 1Y | +59.3% | +47.3% | +11.9% | +46.6% |
| 3Y | +66.1% | +107.5% | -41.4% | +39.2% |
| All | +66.1% | +105.6% | -39.5% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling