+1,081.9%
STLD vs PFG
+246.6%
+835.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.6% |
| 7D | +3.1% | +5.5% | -2.4% | -0.9% |
| 30D | -9.0% | +2.4% | -11.4% | -10.6% |
| 3M | -12.4% | +13.6% | -25.9% | -20.2% |
| 6M | +25.5% | +27.9% | -2.4% | +5.3% |
| YTD | +43.6% | +35.6% | +8.1% | +15.2% |
| 1Y | +87.2% | +48.5% | +38.7% | +40.2% |
| 3Y | +135.2% | +66.9% | +68.4% | +59.9% |
| 5Y | +290.9% | +111.0% | +179.9% | +121.7% |
| All | +1,081.9% | +246.6% | +835.2% | +310.6% |
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