+1,652.5%
STLD vs PFGC
+419.1%
+1,233.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +3.1% | -2.2% | +5.4% | +4.0% |
| 30D | -9.0% | -11.9% | +3.0% | -4.9% |
| 3M | -12.4% | +5.0% | -17.4% | -14.3% |
| 6M | +25.5% | +8.6% | +16.9% | +21.0% |
| YTD | +43.6% | +9.7% | +33.9% | +37.0% |
| 1Y | +87.2% | -6.3% | +93.5% | +88.5% |
| 3Y | +135.2% | +58.2% | +77.0% | +94.2% |
| 5Y | +290.9% | +110.4% | +180.4% | +184.9% |
| 10Y | +1,113.5% | +272.8% | +840.7% | +561.3% |
| All | +1,652.5% | +419.1% | +1,233.4% | +772.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling