+7,970.4%
STLD vs PNR
+1,177.9%
+6,792.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.3% |
| 7D | -4.7% | -0.1% | -4.5% | -4.6% |
| 30D | -0.9% | +33.4% | -34.3% | -17.8% |
| 3M | -11.9% | +4.9% | -16.7% | -15.7% |
| 6M | +0.9% | -8.5% | +9.4% | +2.9% |
| YTD | +40.4% | -32.1% | +72.6% | +70.0% |
| 1Y | +56.6% | -35.0% | +91.5% | +94.6% |
| 3Y | +125.5% | +17.6% | +107.9% | +90.0% |
| 5Y | +292.8% | +0.9% | +292.0% | +252.8% |
| 10Y | +787.1% | +101.4% | +685.7% | +408.7% |
| All | +7,970.4% | +1,177.9% | +6,792.5% | +1,993.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling