+149.7%
STLD vs PPG
-14.0%
+163.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.6% |
| 7D | +2.7% | 0.0% | +2.6% | +2.6% |
| 30D | -8.4% | -7.8% | -0.7% | -4.4% |
| 3M | -9.9% | -2.2% | -7.7% | -9.6% |
| 6M | +33.0% | +4.1% | +28.9% | +27.7% |
| YTD | +42.6% | +9.1% | +33.5% | +32.5% |
| 1Y | +80.8% | +1.0% | +79.8% | +75.5% |
| All | +149.7% | -14.0% | +163.8% | +155.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling