+166.6%
PM vs STLD
+268.5%
-101.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.6% | +3.0% | -4.3% |
| 7D | -3.4% | -12.5% | +9.1% | -2.9% |
| 30D | +5.8% | -6.8% | +12.7% | +6.1% |
| 3M | +6.7% | -16.4% | +23.0% | +7.4% |
| 6M | +19.9% | -6.1% | +26.0% | +20.0% |
| YTD | +27.8% | +32.0% | -4.2% | +25.9% |
| 1Y | +39.4% | +45.5% | -6.1% | +36.6% |
| 3Y | +146.9% | +106.5% | +40.4% | +132.0% |
| 5Y | +166.6% | +267.2% | -100.5% | +137.1% |
| All | +166.6% | +268.5% | -101.8% | +137.1% |
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