+292.6%
STLD vs PFGC
+111.4%
+181.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +3.1% | -2.2% | +5.4% | +4.1% |
| 30D | -9.0% | -11.9% | +3.0% | -4.4% |
| 3M | -12.4% | +5.0% | -17.4% | -14.7% |
| 6M | +25.5% | +8.6% | +16.9% | +20.1% |
| YTD | +43.6% | +9.7% | +33.9% | +35.5% |
| 1Y | +87.2% | -6.3% | +93.5% | +88.8% |
| 3Y | +135.2% | +58.2% | +77.0% | +85.5% |
| All | +292.6% | +111.4% | +181.3% | +163.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling