+1,477.4%
PNC vs STLD
+8,684.3%
-7,206.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | +1.4% | +3.1% | -1.8% | +0.4% |
| 30D | -3.8% | -9.0% | +5.2% | -1.3% |
| 3M | +9.0% | -12.4% | +21.4% | +12.8% |
| 6M | +16.6% | +25.5% | -8.9% | +7.8% |
| YTD | +20.4% | +43.6% | -23.2% | +6.5% |
| 1Y | +22.3% | +87.2% | -64.9% | -0.6% |
| 3Y | +124.5% | +135.2% | -10.7% | +67.0% |
| 5Y | +54.1% | +290.9% | -236.8% | -5.3% |
| 10Y | +276.3% | +1,113.5% | -837.2% | +59.4% |
| All | +1,477.4% | +8,684.3% | -7,206.9% | +243.9% |
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 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