+415.3%
PR vs STLD
+292.4%
+122.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.9% |
| 7D | +2.9% | +3.1% | -0.2% | +1.4% |
| 30D | +18.0% | -9.0% | +27.0% | +22.3% |
| 3M | +16.9% | -12.4% | +29.2% | +22.4% |
| 6M | +28.2% | +25.5% | +2.7% | +11.5% |
| YTD | +69.3% | +43.6% | +25.7% | +36.8% |
| 1Y | +69.5% | +87.2% | -17.7% | +18.2% |
| 3Y | +81.7% | +135.2% | -53.5% | +9.1% |
| All | +415.3% | +292.4% | +122.9% | +137.0% |
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