+60.6%
PFE vs STLD
+868.9%
-808.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -3.7% | -11.1% | +7.4% | -2.1% |
| 30D | +5.0% | -4.8% | +9.7% | +5.6% |
| 3M | +12.2% | -14.6% | +26.7% | +14.4% |
| 6M | +14.6% | -7.4% | +22.0% | +15.2% |
| YTD | +24.1% | +32.6% | -8.4% | +17.9% |
| 1Y | +26.6% | +47.3% | -20.8% | +18.3% |
| 3Y | +14.3% | +107.5% | -93.2% | -0.3% |
| 5Y | -21.9% | +268.8% | -290.7% | -39.5% |
| All | +60.6% | +868.9% | -808.3% | -12.4% |
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