+20.3%
PCG vs STLD
+8,684.3%
-8,664.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.6% |
| 7D | -13.9% | +3.1% | -17.0% | -14.2% |
| 30D | -16.9% | -9.0% | -7.9% | -16.0% |
| 3M | -14.7% | -12.4% | -2.4% | -13.6% |
| 6M | -23.8% | +25.5% | -49.3% | -26.3% |
| YTD | -10.5% | +43.6% | -54.1% | -15.0% |
| 1Y | -5.1% | +87.2% | -92.3% | -13.0% |
| 3Y | -11.6% | +135.2% | -146.8% | -22.3% |
| 5Y | +59.0% | +290.9% | -231.9% | +28.7% |
| 10Y | -75.7% | +1,113.5% | -1,189.2% | -83.4% |
| All | +20.3% | +8,684.3% | -8,664.0% | -37.4% |
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