+139.1%
STLD vs PTC
-3.9%
+142.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | -0.3% |
| 7D | +3.1% | -10.3% | +13.4% | +5.5% |
| 30D | -9.0% | +1.1% | -10.1% | -9.6% |
| 3M | -12.4% | +1.6% | -14.0% | -13.3% |
| 6M | +25.5% | -13.5% | +39.0% | +30.7% |
| YTD | +43.6% | -19.1% | +62.7% | +53.0% |
| 1Y | +87.2% | -33.9% | +121.1% | +117.9% |
| All | +139.1% | -3.9% | +142.9% | +121.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling