+260.9%
PM vs STLD
+802.0%
-541.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.9% |
| 7D | -7.1% | -0.5% | -6.6% | -7.0% |
| 30D | -2.8% | -0.1% | -2.7% | -2.9% |
| 3M | +6.3% | -9.2% | +15.5% | +7.5% |
| 6M | +9.6% | +1.8% | +7.9% | +8.7% |
| YTD | +25.6% | +42.1% | -16.5% | +18.1% |
| 1Y | +29.7% | +58.5% | -28.9% | +19.8% |
| 3Y | +147.6% | +128.2% | +19.3% | +109.1% |
| 5Y | +160.1% | +288.2% | -128.1% | +90.5% |
| 10Y | +260.9% | +799.8% | -538.9% | +104.3% |
| All | +260.9% | +802.0% | -541.1% | +104.3% |
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