+58.1%
PPL vs STLD
+104.7%
-46.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.6% | +8.4% | +0.7% |
| 7D | +1.0% | -12.5% | +13.5% | +1.0% |
| 30D | +6.8% | -6.8% | +13.7% | +6.8% |
| 3M | +3.9% | -16.4% | +20.2% | +3.8% |
| 6M | -2.0% | -6.1% | +4.1% | -2.0% |
| YTD | +5.3% | +32.0% | -26.7% | +5.0% |
| 1Y | +2.2% | +45.5% | -43.3% | +1.8% |
| All | +58.1% | +104.7% | -46.6% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling