+293.4%
STLD vs PNR
-17.7%
+311.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.5% |
| 7D | +2.7% | -3.0% | +5.7% | +4.1% |
| 30D | -8.4% | -14.9% | +6.5% | -1.3% |
| 3M | -9.9% | -19.0% | +9.2% | -1.9% |
| 6M | +33.0% | -35.9% | +69.0% | +62.9% |
| YTD | +42.6% | -43.1% | +85.7% | +84.9% |
| 1Y | +80.8% | -46.4% | +127.1% | +142.3% |
| 3Y | +143.4% | -10.8% | +154.3% | +146.6% |
| 5Y | +293.4% | -18.9% | +312.3% | +279.3% |
| All | +293.4% | -17.7% | +311.2% | +279.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling