+234.7%
PM vs STLD
+779.4%
-544.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.7% |
| 7D | -7.3% | -9.7% | +2.4% | -6.0% |
| 30D | -4.0% | -4.5% | +0.5% | -3.5% |
| 3M | +2.7% | -13.1% | +15.8% | +4.5% |
| 6M | +14.9% | -2.8% | +17.6% | +14.6% |
| YTD | +23.5% | +35.3% | -11.8% | +17.0% |
| 1Y | +30.4% | +51.4% | -21.0% | +21.3% |
| 3Y | +143.2% | +117.9% | +25.3% | +107.0% |
| 5Y | +159.5% | +272.6% | -113.1% | +91.4% |
| 10Y | +234.7% | +782.2% | -547.5% | +96.7% |
| All | +234.7% | +779.4% | -544.7% | +96.7% |
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