+229.6%
PM vs STLD
+868.9%
-639.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.9% |
| 7D | -5.2% | -11.1% | +5.9% | -3.7% |
| 30D | +2.7% | -4.8% | +7.5% | +3.3% |
| 3M | +5.2% | -14.6% | +19.8% | +7.2% |
| 6M | +17.0% | -7.4% | +24.4% | +17.5% |
| YTD | +25.5% | +32.6% | -7.1% | +19.3% |
| 1Y | +35.5% | +47.3% | -11.8% | +26.8% |
| 3Y | +143.9% | +107.5% | +36.4% | +110.0% |
| 5Y | +161.8% | +268.8% | -107.0% | +94.8% |
| All | +229.6% | +868.9% | -639.3% | +106.6% |
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