+852.5%
STLD vs PTC
+334.9%
+517.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -11.1% | -0.2% | -10.9% | -11.1% |
| 30D | -4.8% | +0.8% | -5.5% | -5.0% |
| 3M | -14.6% | +32.1% | -46.7% | -23.7% |
| 6M | -7.4% | +42.6% | -50.0% | -20.9% |
| YTD | +32.6% | +12.0% | +20.6% | +23.2% |
| 1Y | +47.3% | +12.2% | +35.2% | +36.8% |
| 3Y | +107.5% | +31.2% | +76.3% | +77.4% |
| 5Y | +268.8% | +54.9% | +213.9% | +189.7% |
| All | +852.5% | +334.9% | +517.6% | +416.3% |
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