+293.5%
STLD vs PPG
-20.0%
+313.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.5% |
| 7D | -2.8% | -3.7% | +0.9% | -0.8% |
| 30D | -10.4% | -7.2% | -3.2% | -6.6% |
| 3M | -10.6% | -7.3% | -3.3% | -7.4% |
| 6M | +32.7% | +0.3% | +32.4% | +30.4% |
| YTD | +42.8% | +6.5% | +36.3% | +34.8% |
| 1Y | +86.9% | +0.5% | +86.4% | +82.1% |
| 3Y | +143.8% | -15.3% | +159.1% | +158.4% |
| 5Y | +293.5% | -22.9% | +316.4% | +343.2% |
| All | +293.5% | -20.0% | +313.5% | +343.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling