+18.1%
PG vs STLD
+46.8%
-28.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.2% |
| 7D | +2.7% | +2.9% | -0.3% | +2.5% |
| 30D | +9.2% | -5.6% | +14.7% | +9.4% |
| 3M | +18.5% | -11.7% | +30.2% | +19.1% |
| 6M | +21.1% | -2.8% | +23.8% | +20.0% |
| YTD | +21.9% | +36.4% | -14.5% | +16.3% |
| 1Y | +18.1% | +50.0% | -31.9% | +10.7% |
| All | +18.1% | +46.8% | -28.7% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling