+2,348.3%
PWR vs STLD
+1,087.1%
+1,261.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.3% |
| 7D | +3.6% | +3.1% | +0.5% | +2.3% |
| 30D | -8.6% | -9.0% | +0.4% | -5.5% |
| 3M | -13.2% | -12.4% | -0.8% | -9.3% |
| 6M | +9.9% | +25.5% | -15.6% | -0.4% |
| YTD | +48.0% | +43.6% | +4.4% | +26.5% |
| 1Y | +66.2% | +87.2% | -21.0% | +27.6% |
| 3Y | +195.1% | +135.2% | +59.9% | +100.0% |
| 5Y | +442.6% | +290.9% | +151.7% | +178.5% |
| All | +2,348.3% | +1,087.1% | +1,261.2% | +585.8% |
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