+7,195.9%
PGR vs STLD
+8,620.8%
-1,424.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -2.6% | +2.7% | -5.2% | -3.1% |
| 30D | -0.2% | -8.4% | +8.2% | +1.2% |
| 3M | +7.4% | -9.9% | +17.2% | +8.8% |
| 6M | +2.1% | +33.0% | -30.9% | -4.2% |
| YTD | +0.5% | +42.6% | -42.1% | -7.4% |
| 1Y | -6.9% | +80.8% | -87.7% | -18.3% |
| 3Y | +73.2% | +143.4% | -70.3% | +40.3% |
| 5Y | +154.8% | +293.4% | -138.7% | +82.7% |
| 10Y | +786.4% | +1,080.4% | -294.0% | +380.2% |
| All | +7,195.9% | +8,620.8% | -1,424.9% | +2,079.8% |
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