+65.2%
PR vs STLD
+868.9%
-803.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.6% |
| 7D | -16.4% | -11.1% | -5.3% | -10.1% |
| 30D | -1.9% | -4.8% | +2.9% | +1.0% |
| 3M | +8.0% | -14.6% | +22.5% | +17.3% |
| 6M | +4.1% | -7.4% | +11.5% | +5.5% |
| YTD | +58.7% | +32.6% | +26.1% | +24.5% |
| 1Y | +75.8% | +47.3% | +28.5% | +28.1% |
| 3Y | +73.2% | +107.5% | -34.4% | -5.3% |
| 5Y | +230.1% | +268.8% | -38.7% | +8.5% |
| All | +65.2% | +868.9% | -803.7% | -65.9% |
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