+232.4%
PM vs STLD
+868.9%
-636.5%
-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 | +6.1% | -14.6% | +20.7% | +8.1% |
| 6M | +18.0% | -7.4% | +25.4% | +18.5% |
| YTD | +26.6% | +32.6% | -6.0% | +20.4% |
| 1Y | +36.7% | +47.3% | -10.6% | +27.9% |
| 3Y | +146.0% | +107.5% | +38.5% | +111.9% |
| 5Y | +164.1% | +268.8% | -104.7% | +96.4% |
| All | +232.4% | +868.9% | -636.5% | +108.4% |
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