+160.5%
PR vs STLD
+1,146.2%
-985.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.0% | -3.5% | -4.7% |
| 7D | -12.1% | -3.9% | -8.2% | -9.9% |
| 30D | +0.9% | -0.4% | +1.3% | +1.0% |
| 3M | +10.1% | -9.2% | +19.3% | +15.1% |
| 6M | +1.1% | +5.0% | -3.9% | -5.1% |
| YTD | +63.7% | +42.8% | +20.9% | +24.2% |
| 1Y | +87.0% | +60.1% | +27.0% | +31.4% |
| 3Y | +70.7% | +123.5% | -52.7% | -8.0% |
| 5Y | +246.8% | +302.0% | -55.2% | +15.1% |
| 10Y | +72.6% | +959.3% | -886.7% | -62.2% |
| All | +160.5% | +1,146.2% | -985.8% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling