+272.5%
PM vs STLD
+761.4%
-488.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.6% |
| 7D | +0.5% | +2.9% | -2.4% | +0.1% |
| 30D | -3.2% | -5.6% | +2.3% | -2.5% |
| 3M | +6.2% | -11.7% | +17.9% | +7.8% |
| 6M | +7.7% | -2.8% | +10.4% | +7.4% |
| YTD | +27.3% | +36.4% | -9.2% | +20.3% |
| 1Y | +32.8% | +50.0% | -17.2% | +23.6% |
| 3Y | +150.0% | +122.3% | +27.7% | +111.7% |
| 5Y | +164.2% | +273.2% | -109.0% | +94.4% |
| All | +272.5% | +761.4% | -488.9% | +110.0% |
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 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