+277.1%
STLD vs PFGC
+138.1%
+139.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.7% |
| 7D | +2.9% | +3.4% | -0.5% | +1.6% |
| 30D | -5.6% | +16.9% | -22.5% | -11.9% |
| 3M | -11.7% | +6.4% | -18.1% | -14.6% |
| 6M | -2.8% | +16.0% | -18.8% | -10.0% |
| YTD | +36.4% | +23.6% | +12.8% | +21.3% |
| 1Y | +50.0% | +16.6% | +33.4% | +36.8% |
| 3Y | +122.3% | +82.3% | +40.0% | +61.3% |
| All | +277.1% | +138.1% | +139.0% | +132.9% |
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