+12.6%
PG vs STLD
+294.9%
-282.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -3.4% | -2.8% | -0.6% | -3.3% |
| 30D | -2.6% | -10.4% | +7.8% | -2.2% |
| 3M | -3.3% | -10.6% | +7.2% | -3.0% |
| 6M | -6.7% | +32.7% | -39.4% | -7.9% |
| YTD | +1.7% | +42.8% | -41.1% | +0.2% |
| 1Y | -7.9% | +86.9% | -94.9% | -10.1% |
| 3Y | +0.9% | +143.8% | -142.9% | -4.0% |
| 5Y | +12.6% | +293.5% | -280.9% | +1.4% |
| All | +12.6% | +294.9% | -282.2% | +1.4% |
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