+54.2%
PPL vs STLD
+1,105.0%
-1,050.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +2.7% | +3.1% | -0.5% | +2.2% |
| 30D | +0.5% | -9.0% | +9.4% | +1.7% |
| 3M | +0.7% | -12.4% | +13.0% | +2.2% |
| 6M | -7.6% | +25.5% | -33.1% | -11.2% |
| YTD | +1.8% | +43.6% | -41.8% | -4.4% |
| 1Y | -0.8% | +87.2% | -87.9% | -10.9% |
| 3Y | +56.9% | +135.2% | -78.4% | +32.5% |
| 5Y | +39.5% | +290.9% | -251.4% | +3.4% |
| All | +54.2% | +1,105.0% | -1,050.9% | -17.2% |
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