+7,849.0%
PCAR vs STLD
+8,684.3%
-835.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | -0.5% | +3.1% | -3.7% | -1.6% |
| 30D | -6.2% | -9.0% | +2.8% | -3.6% |
| 3M | +5.9% | -12.4% | +18.3% | +9.9% |
| 6M | +0.4% | +25.5% | -25.1% | -7.7% |
| YTD | +14.8% | +43.6% | -28.8% | +0.6% |
| 1Y | +30.1% | +87.2% | -57.1% | +4.1% |
| 3Y | +66.7% | +135.2% | -68.6% | +20.9% |
| 5Y | +166.1% | +290.9% | -124.7% | +55.5% |
| 10Y | +353.7% | +1,113.5% | -759.8% | +66.8% |
| All | +7,849.0% | +8,684.3% | -835.2% | +1,134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling