+34.0%
PCAR vs STLD
+124.8%
-90.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -1.0% |
| 7D | +3.8% | -4.7% | +8.5% | +5.2% |
| 30D | -2.0% | -0.9% | -1.0% | -2.0% |
| 3M | -19.1% | -11.9% | -7.2% | -16.2% |
| 6M | -6.8% | +0.9% | -7.7% | -8.3% |
| YTD | -2.5% | +40.4% | -42.9% | -15.2% |
| 1Y | +9.7% | +56.6% | -46.9% | -8.4% |
| 3Y | +34.0% | +125.5% | -91.5% | -0.7% |
| All | +34.0% | +124.8% | -90.8% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling