+740.9%
STLD vs PPG
+53.9%
+687.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.4% |
| 7D | +2.9% | +0.7% | +2.2% | +2.4% |
| 30D | -5.6% | +17.6% | -23.1% | -16.2% |
| 3M | -11.7% | +7.5% | -19.2% | -16.6% |
| 6M | -2.8% | +17.6% | -20.4% | -15.0% |
| YTD | +36.4% | +22.6% | +13.9% | +14.2% |
| 1Y | +50.0% | +28.0% | +22.0% | +21.4% |
| 3Y | +122.3% | +1.8% | +120.5% | +108.5% |
| 5Y | +273.2% | -15.5% | +288.7% | +295.5% |
| All | +740.9% | +53.9% | +687.0% | +433.1% |
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