+14.1%
PCG vs STLD
+255.4%
-241.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.0% |
| 7D | -1.6% | -11.1% | +9.5% | -0.2% |
| 30D | +1.4% | -4.8% | +6.2% | +2.0% |
| 3M | -23.4% | -14.6% | -8.8% | -22.0% |
| 6M | -19.4% | -7.4% | -12.0% | -19.0% |
| YTD | -18.5% | +32.6% | -51.1% | -22.5% |
| 1Y | -19.5% | +47.3% | -66.9% | -24.7% |
| 3Y | -21.0% | +107.5% | -128.5% | -31.2% |
| All | +14.1% | +255.4% | -241.3% | -13.9% |
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