+1,097.8%
STLD vs PPG
+26.3%
+1,071.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.1% |
| 7D | -3.6% | -5.1% | +1.5% | -0.1% |
| 30D | -10.1% | -9.6% | -0.5% | -3.6% |
| 3M | -11.4% | -6.4% | -5.0% | -8.2% |
| 6M | +30.8% | +0.5% | +30.3% | +27.6% |
| YTD | +40.7% | +4.4% | +36.2% | +32.7% |
| 1Y | +80.8% | -0.9% | +81.7% | +76.3% |
| 3Y | +140.2% | -17.0% | +157.1% | +161.5% |
| 5Y | +288.5% | -23.7% | +312.1% | +338.8% |
| All | +1,097.8% | +26.3% | +1,071.5% | +789.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling