+14,207.3%
STLD vs PFG
+979.8%
+13,227.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | 0.0% |
| 7D | +6.9% | +0.1% | +6.7% | +6.7% |
| 30D | -1.5% | +5.0% | -6.4% | -4.2% |
| 3M | -9.7% | +0.1% | -9.7% | -10.2% |
| 6M | +2.3% | +13.8% | -11.5% | -5.3% |
| YTD | +41.0% | +31.2% | +9.8% | +20.7% |
| 1Y | +51.8% | +37.1% | +14.8% | +26.8% |
| 3Y | +126.4% | +80.6% | +45.8% | +62.0% |
| 5Y | +285.7% | +93.7% | +192.0% | +164.4% |
| 10Y | +792.7% | +185.5% | +607.2% | +387.2% |
| All | +14,207.3% | +979.8% | +13,227.5% | +3,373.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling