+117.4%
PM vs STLD
+292.4%
-175.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.9% |
| 7D | -4.9% | +3.1% | -8.0% | -5.0% |
| 30D | -3.4% | -9.0% | +5.6% | -3.0% |
| 3M | +5.2% | -12.4% | +17.5% | +5.7% |
| 6M | +3.7% | +25.5% | -21.8% | +2.4% |
| YTD | +15.8% | +43.6% | -27.9% | +13.4% |
| 1Y | +17.4% | +87.2% | -69.8% | +13.1% |
| 3Y | +116.9% | +135.2% | -18.3% | +101.1% |
| All | +117.4% | +292.4% | -175.0% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling