+50.9%
STLD vs PFGC
+12.0%
+38.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | +1.9% |
| 7D | -9.7% | +10.8% | -20.5% | -9.8% |
| 30D | -4.5% | +17.8% | -22.3% | -5.3% |
| 3M | -13.1% | -2.7% | -10.4% | -11.5% |
| 6M | -2.8% | +20.0% | -22.8% | -4.4% |
| YTD | +35.3% | +24.3% | +11.0% | +30.0% |
| All | +50.9% | +12.0% | +38.9% | +47.1% |
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