+81.1%
STLD vs PNR
-47.6%
+128.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.9% | -6.0% | +5.1% | +0.6% |
| 30D | -8.9% | -14.0% | +5.1% | -5.4% |
| 3M | -14.0% | -21.7% | +7.7% | -9.6% |
| 6M | +30.8% | -37.3% | +68.1% | +49.3% |
| YTD | +42.3% | -45.1% | +87.4% | +69.3% |
| 1Y | +81.1% | -49.1% | +130.2% | +133.1% |
| All | +81.1% | -47.6% | +128.7% | +133.1% |
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