+1,046.2%
PLTR vs STLD
+135.5%
+910.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.0% |
| 7D | -6.4% | +3.1% | -9.6% | -7.5% |
| 30D | +10.0% | -9.0% | +19.0% | +13.1% |
| 3M | +23.0% | -12.4% | +35.4% | +27.8% |
| 6M | +13.8% | +25.5% | -11.7% | +1.7% |
| YTD | -1.9% | +43.6% | -45.5% | -18.0% |
| 1Y | +11.6% | +87.2% | -75.5% | -17.9% |
| All | +1,046.2% | +135.5% | +910.6% | +599.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling