+14,471.1%
STLD vs PFG
+1,015.3%
+13,455.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.8% |
| 7D | +3.1% | +5.5% | -2.4% | 0.0% |
| 30D | -9.0% | +2.4% | -11.4% | -10.3% |
| 3M | -12.4% | +13.6% | -25.9% | -18.5% |
| 6M | +25.5% | +27.9% | -2.4% | +9.6% |
| YTD | +43.6% | +35.6% | +8.1% | +21.2% |
| 1Y | +87.2% | +48.5% | +38.7% | +49.9% |
| 3Y | +135.2% | +66.9% | +68.4% | +75.8% |
| 5Y | +290.9% | +111.0% | +179.9% | +157.1% |
| 10Y | +1,113.5% | +244.5% | +869.0% | +505.6% |
| All | +14,471.1% | +1,015.3% | +13,455.8% | +3,389.6% |
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 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