+782.2%
STLD vs PFGC
+360.0%
+422.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | +0.7% |
| 7D | -9.7% | +10.8% | -20.5% | -13.5% |
| 30D | -4.5% | +17.8% | -22.3% | -10.7% |
| 3M | -13.1% | -2.7% | -10.4% | -13.1% |
| 6M | -2.8% | +20.0% | -22.8% | -10.3% |
| YTD | +35.3% | +24.3% | +11.0% | +22.1% |
| 1Y | +51.4% | +13.2% | +38.2% | +41.2% |
| 3Y | +117.9% | +85.9% | +32.0% | +67.4% |
| 5Y | +272.6% | +141.0% | +131.6% | +154.7% |
| 10Y | +782.2% | +370.6% | +411.6% | +332.8% |
| All | +782.2% | +360.0% | +422.2% | +332.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling