-2.5%
PFE vs STLD
+135.5%
-138.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | +1.8% | +3.1% | -1.4% | +1.4% |
| 30D | +10.2% | -9.0% | +19.2% | +11.3% |
| 3M | +12.7% | -12.4% | +25.0% | +14.2% |
| 6M | +10.5% | +25.5% | -15.0% | +7.2% |
| YTD | +20.2% | +43.6% | -23.5% | +14.6% |
| 1Y | +24.1% | +87.2% | -63.1% | +14.9% |
| All | -2.5% | +135.5% | -138.0% | -12.8% |
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 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