+293.0%
PCAR vs STLD
+779.4%
-486.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.0% |
| 7D | +2.9% | -9.7% | +12.6% | +6.2% |
| 30D | -2.1% | -4.5% | +2.4% | -0.9% |
| 3M | -20.4% | -13.1% | -7.3% | -17.3% |
| 6M | -7.0% | -2.8% | -4.2% | -7.2% |
| YTD | -2.6% | +35.3% | -38.0% | -13.6% |
| 1Y | +9.8% | +51.4% | -41.6% | -6.2% |
| 3Y | +37.3% | +117.9% | -80.7% | +1.5% |
| 5Y | +116.4% | +272.6% | -156.2% | +27.0% |
| 10Y | +293.0% | +782.2% | -489.2% | +46.7% |
| All | +293.0% | +779.4% | -486.4% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling