+1,122.7%
STLD vs PNR
+63.0%
+1,059.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +1.3% |
| 7D | -2.8% | -3.9% | +1.1% | -0.4% |
| 30D | -10.4% | -13.8% | +3.4% | -2.1% |
| 3M | -10.6% | -22.5% | +12.0% | +2.5% |
| 6M | +32.7% | -37.2% | +69.8% | +72.8% |
| YTD | +42.8% | -44.2% | +87.0% | +99.4% |
| 1Y | +86.9% | -46.6% | +133.6% | +168.9% |
| 3Y | +143.8% | -12.5% | +156.3% | +145.0% |
| 5Y | +293.5% | -19.3% | +312.8% | +308.3% |
| 10Y | +1,122.7% | +67.5% | +1,055.2% | +616.4% |
| All | +1,122.7% | +63.0% | +1,059.7% | +616.4% |
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