+1,212.2%
PG vs STLD
+8,489.2%
-7,277.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -0.2% |
| 7D | +4.1% | -4.7% | +8.7% | +4.5% |
| 30D | +12.3% | -0.9% | +13.2% | +12.3% |
| 3M | +15.9% | -11.9% | +27.8% | +17.1% |
| 6M | +16.8% | +0.9% | +15.9% | +16.2% |
| YTD | +21.1% | +40.4% | -19.3% | +16.3% |
| 1Y | +19.3% | +56.6% | -37.3% | +13.3% |
| 3Y | +20.6% | +125.5% | -104.9% | +8.8% |
| 5Y | +30.7% | +292.8% | -262.1% | +9.2% |
| 10Y | +166.7% | +787.1% | -620.4% | +96.0% |
| All | +1,212.2% | +8,489.2% | -7,277.0% | +562.2% |
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