-76.5%
PCG vs STLD
+790.2%
-866.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -2.0% | +6.9% | -8.8% | -3.3% |
| 30D | -2.7% | -1.5% | -1.2% | -2.5% |
| 3M | -25.1% | -9.7% | -15.4% | -23.8% |
| 6M | -22.3% | +2.3% | -24.6% | -23.4% |
| YTD | -18.5% | +41.0% | -59.5% | -25.6% |
| 1Y | -21.8% | +51.8% | -73.7% | -29.8% |
| 3Y | -21.0% | +126.4% | -147.5% | -37.3% |
| 5Y | +8.1% | +285.7% | -277.6% | -28.6% |
| All | -76.5% | +790.2% | -866.7% | -89.2% |
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