+143.4%
STLD vs PNR
-11.7%
+155.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.4% |
| 7D | +2.7% | -3.0% | +5.7% | +4.0% |
| 30D | -8.4% | -14.9% | +6.5% | -1.9% |
| 3M | -9.9% | -19.0% | +9.2% | -2.7% |
| 6M | +33.0% | -35.9% | +69.0% | +61.2% |
| YTD | +42.6% | -43.1% | +85.7% | +82.9% |
| 1Y | +80.8% | -46.4% | +127.1% | +140.0% |
| 3Y | +143.4% | -10.8% | +154.3% | +164.0% |
| All | +143.4% | -11.7% | +155.1% | +164.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling