+172.3%
PCAR vs STLD
+292.4%
-120.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | -0.5% | +3.1% | -3.7% | -1.5% |
| 30D | -6.2% | -9.0% | +2.8% | -3.9% |
| 3M | +5.9% | -12.4% | +18.3% | +9.5% |
| 6M | +0.4% | +25.5% | -25.1% | -6.9% |
| YTD | +14.8% | +43.6% | -28.8% | +2.0% |
| 1Y | +30.1% | +87.2% | -57.1% | +6.7% |
| 3Y | +66.7% | +135.2% | -68.6% | +26.6% |
| All | +172.3% | +292.4% | -120.1% | +81.6% |
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