+1,706.1%
PLTR vs STLD
+802.5%
+903.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +10.7% | +6.9% | +3.8% | +8.3% |
| 30D | -17.8% | -1.5% | -16.3% | -17.3% |
| 3M | +0.3% | -9.7% | +10.0% | +3.3% |
| 6M | +26.2% | +2.3% | +23.8% | +23.2% |
| YTD | -3.5% | +41.0% | -44.5% | -17.4% |
| 1Y | -6.8% | +51.8% | -58.7% | -22.5% |
| 3Y | +772.3% | +126.4% | +645.9% | +511.2% |
| 5Y | +651.6% | +285.7% | +365.8% | +344.9% |
| All | +1,706.1% | +802.5% | +903.6% | +812.7% |
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