-21.6%
PINS vs STLD
+702.5%
-724.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -3.4% | +6.9% | -10.2% | -5.7% |
| 30D | -14.5% | -1.5% | -13.1% | -14.3% |
| 3M | -16.5% | -9.7% | -6.8% | -14.1% |
| 6M | -7.0% | +2.3% | -9.3% | -9.7% |
| YTD | -26.1% | +41.0% | -67.2% | -37.3% |
| 1Y | -30.0% | +51.8% | -81.8% | -42.4% |
| 3Y | -38.5% | +126.4% | -164.9% | -58.3% |
| 5Y | -58.4% | +285.7% | -344.1% | -78.5% |
| All | -21.6% | +702.5% | -724.2% | -75.7% |
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 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