+1,031.8%
PG vs STLD
+8,684.3%
-7,652.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | +1.9% | +3.1% | -1.3% | +1.5% |
| 30D | -0.2% | -9.0% | +8.7% | +0.6% |
| 3M | +4.8% | -12.4% | +17.2% | +5.9% |
| 6M | -6.1% | +25.5% | -31.6% | -8.5% |
| YTD | +4.5% | +43.6% | -39.2% | +0.3% |
| 1Y | -5.3% | +87.2% | -92.5% | -11.6% |
| 3Y | +2.6% | +135.2% | -132.7% | -7.8% |
| 5Y | +15.6% | +290.9% | -275.3% | -3.3% |
| 10Y | +118.0% | +1,113.5% | -995.4% | +55.1% |
| All | +1,031.8% | +8,684.3% | -7,652.5% | +470.7% |
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 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