+13.2%
PCG vs STLD
+8,634.8%
-8,621.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.9% | +1.2% |
| 7D | +1.9% | -3.9% | +5.8% | +2.4% |
| 30D | +8.5% | -0.4% | +8.9% | +8.5% |
| 3M | -22.9% | -9.2% | -13.7% | -22.2% |
| 6M | -16.8% | +5.0% | -21.7% | -17.7% |
| YTD | -15.8% | +42.8% | -58.6% | -20.1% |
| 1Y | -16.0% | +60.1% | -76.1% | -21.4% |
| 3Y | -18.9% | +123.5% | -142.4% | -28.3% |
| 5Y | +17.4% | +302.0% | -284.6% | -5.2% |
| 10Y | -76.4% | +959.3% | -1,035.7% | -83.6% |
| All | +13.2% | +8,634.8% | -8,621.5% | -41.1% |
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