+470.9%
PFE vs STLD
+8,684.3%
-8,213.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | +1.8% | +3.1% | -1.4% | +1.3% |
| 30D | +10.2% | -9.0% | +19.2% | +11.5% |
| 3M | +12.7% | -12.4% | +25.0% | +14.4% |
| 6M | +10.5% | +25.5% | -15.0% | +6.5% |
| YTD | +20.2% | +43.6% | -23.5% | +13.5% |
| 1Y | +24.1% | +87.2% | -63.1% | +12.7% |
| 3Y | -3.6% | +135.2% | -138.8% | -16.4% |
| 5Y | -20.9% | +290.9% | -311.7% | -37.6% |
| 10Y | +35.8% | +1,113.5% | -1,077.6% | -12.9% |
| All | +470.9% | +8,684.3% | -8,213.4% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling