+740.9%
STLD vs PNR
+99.2%
+641.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.5% | -3.4% |
| 7D | +2.9% | +0.3% | +2.7% | +2.7% |
| 30D | -5.6% | +31.7% | -37.3% | -21.0% |
| 3M | -11.7% | +2.6% | -14.4% | -14.2% |
| 6M | -2.8% | -6.4% | +3.6% | -2.0% |
| YTD | +36.4% | -33.4% | +69.9% | +69.3% |
| 1Y | +50.0% | -35.1% | +85.1% | +89.1% |
| 3Y | +122.3% | +17.1% | +105.2% | +83.9% |
| 5Y | +273.2% | -3.5% | +276.8% | +244.1% |
| All | +740.9% | +99.2% | +641.7% | +342.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling