+222.1%
PWR vs STLD
+105.6%
+116.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.1% |
| 7D | -12.9% | -11.1% | -1.7% | -9.0% |
| 30D | -22.8% | -4.8% | -18.1% | -21.1% |
| 3M | -19.0% | -14.6% | -4.5% | -14.6% |
| 6M | -31.1% | -7.4% | -23.7% | -29.5% |
| YTD | +28.2% | +32.6% | -4.3% | +15.9% |
| 1Y | +22.2% | +47.3% | -25.1% | +6.5% |
| 3Y | +222.1% | +107.5% | +114.6% | +139.0% |
| All | +222.1% | +105.6% | +116.5% | +139.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling