+11.8%
PCG vs STLD
+7,971.8%
-7,960.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.6% | +6.3% | -0.3% |
| 7D | 0.0% | -12.5% | +12.5% | +1.6% |
| 30D | +5.8% | -6.8% | +12.7% | +6.7% |
| 3M | -22.8% | -16.4% | -6.4% | -21.3% |
| 6M | -18.4% | -6.1% | -12.3% | -18.2% |
| YTD | -16.9% | +32.0% | -48.8% | -20.3% |
| 1Y | -17.6% | +45.5% | -63.1% | -22.1% |
| 3Y | -20.0% | +106.5% | -126.5% | -28.6% |
| 5Y | +16.0% | +267.2% | -251.2% | -5.3% |
| 10Y | -76.7% | +878.9% | -955.6% | -83.7% |
| All | +11.8% | +7,971.8% | -7,960.0% | -41.3% |
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