+50.0%
STLD vs PNR
-35.8%
+85.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.5% | -3.3% |
| 7D | +2.9% | +0.3% | +2.7% | +2.9% |
| 30D | -5.6% | +31.7% | -37.3% | -10.5% |
| 3M | -11.7% | +2.6% | -14.4% | -11.8% |
| 6M | -2.8% | -6.4% | +3.6% | -1.8% |
| YTD | +36.4% | -33.4% | +69.9% | +51.1% |
| 1Y | +50.0% | -35.1% | +85.1% | +69.0% |
| All | +50.0% | -35.8% | +85.8% | +69.0% |
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