+1.1%
PR vs STLD
+5.3%
-4.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.0% | -3.5% | -6.5% |
| 7D | -12.1% | -3.9% | -8.2% | -12.0% |
| 30D | +0.9% | -0.4% | +1.3% | +1.0% |
| 3M | +10.1% | -9.2% | +19.3% | +10.2% |
| 6M | +1.1% | +5.0% | -3.9% | +4.2% |
| All | +1.1% | +5.3% | -4.2% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling