+8,068.5%
STLD vs PNR
+1,172.4%
+6,896.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -0.5% | -3.7% | +3.3% | +1.9% |
| 30D | -0.1% | +33.1% | -33.2% | -17.0% |
| 3M | -9.2% | +3.7% | -12.8% | -12.5% |
| 6M | +1.8% | -7.7% | +9.5% | +3.2% |
| YTD | +42.1% | -32.4% | +74.6% | +72.5% |
| 1Y | +58.5% | -35.0% | +93.5% | +97.1% |
| 3Y | +128.2% | +17.1% | +111.1% | +92.8% |
| 5Y | +288.2% | +0.1% | +288.1% | +250.2% |
| 10Y | +799.8% | +103.2% | +696.6% | +413.3% |
| All | +8,068.5% | +1,172.4% | +6,896.1% | +2,024.4% |
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