+7,741.8%
STLD vs PPG
+744.8%
+6,997.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.4% |
| 7D | +2.9% | +0.7% | +2.2% | +2.3% |
| 30D | -5.6% | +17.6% | -23.1% | -17.5% |
| 3M | -11.7% | +7.5% | -19.2% | -17.3% |
| 6M | -2.8% | +17.6% | -20.4% | -16.4% |
| YTD | +36.4% | +22.6% | +13.9% | +11.8% |
| 1Y | +50.0% | +28.0% | +22.0% | +18.5% |
| 3Y | +122.3% | +1.8% | +120.5% | +105.6% |
| 5Y | +273.2% | -15.5% | +288.7% | +285.3% |
| 10Y | +763.8% | +54.9% | +708.9% | +425.4% |
| All | +7,741.8% | +744.8% | +6,997.0% | +1,133.3% |
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