+1,081.9%
STLD vs PTC
+224.0%
+857.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | +0.5% |
| 7D | +3.1% | -10.3% | +13.4% | +7.0% |
| 30D | -9.0% | +1.1% | -10.1% | -9.9% |
| 3M | -12.4% | +1.6% | -14.0% | -14.3% |
| 6M | +25.5% | -13.5% | +39.0% | +29.7% |
| YTD | +43.6% | -19.1% | +62.7% | +51.2% |
| 1Y | +87.2% | -33.9% | +121.1% | +113.3% |
| 3Y | +135.2% | -3.9% | +139.1% | +126.5% |
| 5Y | +290.9% | +6.0% | +284.8% | +254.7% |
| All | +1,081.9% | +224.0% | +857.8% | +559.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling