+106.6%
PCAR vs STLD
+255.4%
-148.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | +0.1% | -11.1% | +11.2% | +3.4% |
| 30D | -4.6% | -4.8% | +0.2% | -3.5% |
| 3M | -22.6% | -14.6% | -8.0% | -19.5% |
| 6M | -12.0% | -7.4% | -4.6% | -10.9% |
| YTD | -6.1% | +32.6% | -38.7% | -15.2% |
| 1Y | +6.3% | +47.3% | -41.0% | -6.9% |
| 3Y | +31.8% | +107.5% | -75.8% | +2.9% |
| All | +106.6% | +255.4% | -148.8% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling