+499.6%
PFE vs STLD
+7,971.8%
-7,472.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.6% | +4.6% | -1.9% |
| 7D | -0.2% | -12.5% | +12.2% | +1.6% |
| 30D | +8.7% | -6.8% | +15.5% | +9.6% |
| 3M | +15.8% | -16.4% | +32.1% | +18.3% |
| 6M | +16.8% | -6.1% | +23.0% | +17.2% |
| YTD | +26.2% | +32.0% | -5.8% | +20.4% |
| 1Y | +29.9% | +45.5% | -15.6% | +22.2% |
| 3Y | +15.9% | +106.5% | -90.6% | +2.3% |
| 5Y | -20.6% | +267.2% | -287.8% | -36.8% |
| 10Y | +65.4% | +878.9% | -813.5% | +9.1% |
| All | +499.6% | +7,971.8% | -7,472.2% | +149.3% |
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