+168.1%
PM vs STLD
+255.4%
-87.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.8% |
| 7D | -5.2% | -11.1% | +5.9% | -4.8% |
| 30D | +2.7% | -4.8% | +7.5% | +2.9% |
| 3M | +6.1% | -14.6% | +20.7% | +6.8% |
| 6M | +18.0% | -7.4% | +25.4% | +18.2% |
| YTD | +26.6% | +32.6% | -6.0% | +24.6% |
| 1Y | +36.7% | +47.3% | -10.6% | +33.9% |
| 3Y | +146.0% | +107.5% | +38.5% | +130.9% |
| All | +168.1% | +255.4% | -87.3% | +137.3% |
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