+192.1%
PM vs STLD
+1,105.0%
-913.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.7% |
| 7D | -4.9% | +3.1% | -8.0% | -5.3% |
| 30D | -3.4% | -9.0% | +5.6% | -2.3% |
| 3M | +5.2% | -12.4% | +17.5% | +6.8% |
| 6M | +3.7% | +25.5% | -21.8% | -0.2% |
| YTD | +15.8% | +43.6% | -27.9% | +9.0% |
| 1Y | +17.4% | +87.2% | -69.8% | +5.8% |
| 3Y | +116.9% | +135.2% | -18.3% | +83.1% |
| 5Y | +117.3% | +290.9% | -173.6% | +60.3% |
| All | +192.1% | +1,105.0% | -913.0% | +59.9% |
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 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