+1,865.8%
PWR vs STLD
+779.4%
+1,086.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.1% | +7.3% | +8.5% |
| 7D | -4.8% | -9.7% | +4.9% | -0.6% |
| 30D | -16.2% | -4.5% | -11.7% | -14.3% |
| 3M | -11.9% | -13.1% | +1.1% | -7.2% |
| 6M | -20.6% | -2.8% | -17.8% | -20.2% |
| YTD | +40.3% | +35.3% | +4.9% | +23.1% |
| 1Y | +33.0% | +51.4% | -18.4% | +11.6% |
| 3Y | +250.0% | +117.9% | +132.1% | +145.7% |
| 5Y | +404.2% | +272.6% | +131.6% | +166.1% |
| 10Y | +1,865.8% | +782.2% | +1,083.7% | +566.4% |
| All | +1,865.8% | +779.4% | +1,086.5% | +566.4% |
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