+60.1%
STLD vs PNR
-31.2%
+91.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.3% | -3.7% |
| 7D | -3.9% | +11.9% | -15.8% | -6.1% |
| 30D | -0.4% | +37.1% | -37.5% | -6.5% |
| 3M | -9.2% | +5.7% | -14.9% | -9.8% |
| 6M | +5.0% | -5.7% | +10.7% | +6.7% |
| YTD | +42.8% | -29.8% | +72.6% | +57.2% |
| 1Y | +60.1% | -31.8% | +91.9% | +79.6% |
| All | +60.1% | -31.2% | +91.2% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling