+422.1%
PWR vs STLD
+288.2%
+133.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +19.1% | +6.9% | +12.2% | +16.5% |
| 30D | -12.0% | -1.5% | -10.5% | -11.3% |
| 3M | -10.6% | -9.7% | -0.9% | -7.7% |
| 6M | -20.8% | +2.3% | -23.1% | -21.7% |
| YTD | +43.7% | +41.0% | +2.7% | +27.8% |
| 1Y | +35.0% | +51.8% | -16.8% | +17.2% |
| 3Y | +249.4% | +126.4% | +123.0% | +160.8% |
| 5Y | +422.1% | +285.7% | +136.4% | +218.4% |
| All | +422.1% | +288.2% | +133.9% | +218.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling