-13.0%
PINS vs STLD
+712.7%
-725.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.3% | +5.3% |
| 7D | +1.4% | -3.9% | +5.4% | +2.8% |
| 30D | +5.8% | -0.4% | +6.2% | +5.7% |
| 3M | -17.0% | -9.2% | -7.8% | -14.8% |
| 6M | +1.8% | +5.0% | -3.2% | -2.1% |
| YTD | -18.0% | +42.8% | -60.8% | -30.8% |
| 1Y | -35.5% | +60.1% | -95.6% | -48.1% |
| 3Y | -31.4% | +123.5% | -154.9% | -53.2% |
| 5Y | -51.4% | +302.0% | -353.4% | -75.2% |
| All | -13.0% | +712.7% | -725.8% | -73.2% |
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