+787.1%
STLD vs PFG
+195.4%
+591.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.2% | +3.4% |
| 7D | -4.7% | +3.0% | -7.6% | -6.6% |
| 30D | -0.9% | +8.2% | -9.1% | -6.3% |
| 3M | -11.9% | +2.7% | -14.6% | -14.1% |
| 6M | +0.9% | +17.2% | -16.3% | -10.6% |
| YTD | +40.4% | +34.8% | +5.7% | +12.7% |
| 1Y | +56.6% | +43.6% | +13.0% | +20.1% |
| 3Y | +125.5% | +85.4% | +40.0% | +42.4% |
| 5Y | +292.8% | +102.2% | +190.7% | +129.2% |
| 10Y | +787.1% | +190.2% | +596.9% | +274.4% |
| All | +787.1% | +195.4% | +591.7% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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