+288.2%
STLD vs PPG
-13.2%
+301.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -0.5% | -1.2% | +0.8% | +0.3% |
| 30D | -0.1% | +21.2% | -21.3% | -10.7% |
| 3M | -9.2% | +8.2% | -17.4% | -13.4% |
| 6M | +1.8% | +17.2% | -15.4% | -8.3% |
| YTD | +42.1% | +25.0% | +17.2% | +22.1% |
| 1Y | +58.5% | +33.5% | +25.0% | +30.7% |
| 3Y | +128.2% | +4.2% | +124.0% | +114.5% |
| 5Y | +288.2% | -12.7% | +300.9% | +331.4% |
| All | +288.2% | -13.2% | +301.4% | +331.4% |
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