+22.2%
PWR vs STLD
+45.5%
-23.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.1% |
| 7D | -12.9% | -11.1% | -1.7% | -8.9% |
| 30D | -22.8% | -4.8% | -18.1% | -20.8% |
| 3M | -19.0% | -14.6% | -4.4% | -14.3% |
| 6M | -31.1% | -7.4% | -23.7% | -29.0% |
| YTD | +28.3% | +32.6% | -4.3% | +17.7% |
| 1Y | +22.2% | +47.3% | -25.1% | +6.2% |
| All | +22.2% | +45.5% | -23.2% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling