+1,747.8%
PLD vs STLD
+7,708.3%
-5,960.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | -2.4% | +3.1% | -5.5% | -3.4% |
| 30D | -2.4% | -9.0% | +6.6% | 0.0% |
| 3M | -3.8% | -12.4% | +8.6% | -0.7% |
| 6M | 0.0% | +25.5% | -25.5% | -7.7% |
| YTD | +9.2% | +43.6% | -34.4% | -3.6% |
| 1Y | +25.9% | +87.2% | -61.3% | +2.2% |
| 3Y | +21.3% | +135.2% | -113.9% | -10.3% |
| 5Y | +14.1% | +290.9% | -276.7% | -30.9% |
| 10Y | +237.9% | +1,113.5% | -875.6% | +27.3% |
| All | +1,747.8% | +7,708.3% | -5,960.4% | +340.2% |
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