+496.0%
PBR vs STLD
+292.4%
+203.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.6% |
| 7D | +8.6% | +3.1% | +5.4% | +7.9% |
| 30D | +12.8% | -9.0% | +21.8% | +14.7% |
| 3M | +14.7% | -12.4% | +27.0% | +17.3% |
| 6M | +25.2% | +25.5% | -0.3% | +18.2% |
| YTD | +77.1% | +43.6% | +33.5% | +62.1% |
| 1Y | +69.6% | +87.2% | -17.6% | +45.7% |
| 3Y | +95.6% | +135.2% | -39.7% | +55.9% |
| All | +496.0% | +292.4% | +203.6% | +312.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling