-20.7%
PFE vs STLD
+292.4%
-313.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.1% |
| YTD | +20.2% | +43.6% | -23.5% | +14.4% |
| 1Y | +24.1% | +87.2% | -63.1% | +14.3% |
| 3Y | -3.6% | +135.2% | -138.8% | -14.6% |
| All | -20.7% | +292.4% | -313.1% | -34.5% |
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