+852.5%
STLD vs PFG
+195.7%
+656.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +1.6% |
| 7D | -11.1% | -0.6% | -10.5% | -10.8% |
| 30D | -4.8% | +2.0% | -6.8% | -6.3% |
| 3M | -14.6% | -3.2% | -11.4% | -13.2% |
| 6M | -7.4% | +10.9% | -18.3% | -14.8% |
| YTD | +32.6% | +28.8% | +3.7% | +9.6% |
| 1Y | +47.3% | +39.2% | +8.2% | +15.3% |
| 3Y | +107.5% | +75.0% | +32.5% | +36.1% |
| 5Y | +268.8% | +91.9% | +176.9% | +122.4% |
| All | +852.5% | +195.7% | +656.8% | +276.4% |
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