+50.0%
STLD vs PTC
+10.7%
+39.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +2.9% | +0.5% | +2.5% | +2.9% |
| 30D | -5.6% | +1.2% | -6.8% | -5.5% |
| 3M | -11.7% | +27.4% | -39.1% | -12.0% |
| 6M | -2.8% | +39.2% | -42.0% | -2.0% |
| YTD | +36.4% | +12.5% | +23.9% | +37.9% |
| 1Y | +50.0% | +12.3% | +37.7% | +51.5% |
| All | +50.0% | +10.7% | +39.3% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling