+782.2%
STLD vs PFG
+203.0%
+579.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | -0.7% |
| 7D | -9.7% | +2.3% | -12.0% | -11.1% |
| 30D | -4.5% | +7.6% | -12.1% | -9.4% |
| 3M | -13.1% | +2.5% | -15.6% | -15.1% |
| 6M | -2.8% | +16.6% | -19.4% | -13.5% |
| YTD | +35.3% | +34.1% | +1.3% | +9.0% |
| 1Y | +51.4% | +44.1% | +7.3% | +15.8% |
| 3Y | +117.9% | +86.3% | +31.7% | +37.2% |
| 5Y | +272.6% | +101.6% | +171.0% | +117.7% |
| 10Y | +782.2% | +197.9% | +584.3% | +270.0% |
| All | +782.2% | +203.0% | +579.2% | +270.0% |
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