-21.9%
PINS vs STLD
+670.2%
-692.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.2% |
| 7D | -6.2% | -9.7% | +3.5% | -2.7% |
| 30D | -10.9% | -4.5% | -6.4% | -9.6% |
| 3M | -19.5% | -13.1% | -6.4% | -16.0% |
| 6M | -10.4% | -2.8% | -7.6% | -11.3% |
| YTD | -26.4% | +35.3% | -61.7% | -36.6% |
| 1Y | -29.6% | +51.4% | -81.0% | -42.1% |
| 3Y | -39.0% | +117.9% | -157.0% | -58.1% |
| 5Y | -59.1% | +272.6% | -331.7% | -78.6% |
| All | -21.9% | +670.2% | -692.1% | -75.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling