+1.5%
PLD vs STLD
+268.5%
-266.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.6% | +5.5% | -0.3% |
| 7D | +0.4% | -12.5% | +12.9% | +3.6% |
| 30D | -0.1% | -6.8% | +6.7% | +1.5% |
| 3M | -7.9% | -16.4% | +8.4% | -4.4% |
| 6M | -7.0% | -6.1% | -0.8% | -6.6% |
| YTD | +3.1% | +32.0% | -28.9% | -5.8% |
| 1Y | +7.1% | +45.5% | -38.4% | -4.7% |
| 3Y | +32.9% | +106.5% | -73.6% | +5.5% |
| 5Y | +1.5% | +267.2% | -265.6% | -28.5% |
| All | +1.5% | +268.5% | -266.9% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling