+8,068.5%
STLD vs PPG
+761.4%
+7,307.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.9% |
| 7D | -0.5% | -1.2% | +0.8% | +0.6% |
| 30D | -0.1% | +21.2% | -21.3% | -14.8% |
| 3M | -9.2% | +8.2% | -17.4% | -15.4% |
| 6M | +1.8% | +17.2% | -15.4% | -12.2% |
| YTD | +42.1% | +25.0% | +17.2% | +14.7% |
| 1Y | +58.5% | +33.5% | +25.0% | +21.1% |
| 3Y | +128.2% | +4.2% | +124.0% | +107.2% |
| 5Y | +288.2% | -12.7% | +300.9% | +290.3% |
| 10Y | +799.8% | +58.0% | +741.8% | +439.1% |
| All | +8,068.5% | +761.4% | +7,307.1% | +1,165.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling