+1,681.4%
PLD vs STLD
+7,664.2%
-5,982.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +2.7% |
| 7D | +4.9% | -3.9% | +8.9% | +6.1% |
| 30D | +2.6% | -0.4% | +2.9% | +2.6% |
| 3M | -4.8% | -9.2% | +4.4% | -2.6% |
| 6M | -3.9% | +5.0% | -8.9% | -6.5% |
| YTD | +5.3% | +42.8% | -37.5% | -7.1% |
| 1Y | +9.3% | +60.1% | -50.8% | -7.0% |
| 3Y | +35.8% | +123.5% | -87.7% | +1.8% |
| 5Y | +2.9% | +302.0% | -299.1% | -38.1% |
| 10Y | +253.4% | +959.3% | -705.8% | +38.9% |
| All | +1,681.4% | +7,664.2% | -5,982.8% | +323.9% |
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