+50.7%
PFE vs STLD
+802.0%
-751.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | -3.0% | -0.5% | -2.5% | -2.9% |
| 30D | +5.2% | -0.1% | +5.3% | +5.1% |
| 3M | +12.2% | -9.2% | +21.4% | +13.4% |
| 6M | +17.8% | +1.8% | +16.0% | +16.9% |
| YTD | +26.2% | +42.1% | -15.9% | +18.9% |
| 1Y | +23.2% | +58.5% | -35.3% | +14.2% |
| 3Y | +21.3% | +128.2% | -106.9% | +4.9% |
| 5Y | -23.1% | +288.2% | -311.3% | -40.3% |
| 10Y | +50.7% | +799.8% | -749.1% | +3.0% |
| All | +50.7% | +802.0% | -751.3% | +3.0% |
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