+80.8%
STLD vs PFGC
-8.4%
+89.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.5% |
| 7D | +2.7% | -2.4% | +5.1% | +3.0% |
| 30D | -8.4% | -15.8% | +7.3% | -6.4% |
| 3M | -9.9% | -0.6% | -9.3% | -10.3% |
| 6M | +33.0% | +10.7% | +22.4% | +29.3% |
| YTD | +42.6% | +7.6% | +34.9% | +38.1% |
| 1Y | +80.8% | -7.8% | +88.6% | +79.4% |
| All | +80.8% | -8.4% | +89.1% | +79.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling