+61.1%
PPL vs STLD
+864.5%
-803.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.6% | +8.4% | +1.8% |
| 7D | +1.0% | -12.5% | +13.5% | +2.8% |
| 30D | +6.8% | -6.8% | +13.7% | +7.7% |
| 3M | +3.9% | -16.4% | +20.2% | +6.1% |
| 6M | -2.0% | -6.1% | +4.1% | -1.8% |
| YTD | +5.3% | +32.0% | -26.7% | -0.1% |
| 1Y | +2.2% | +45.5% | -43.3% | -4.5% |
| 3Y | +56.7% | +106.5% | -49.8% | +35.2% |
| 5Y | +49.1% | +267.2% | -218.1% | +11.7% |
| All | +61.1% | +864.5% | -803.4% | +2.3% |
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 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