+117.9%
STLD vs PTC
+30.6%
+87.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -9.7% | +0.8% | -10.5% | -9.8% |
| 30D | -4.5% | +0.7% | -5.3% | -4.7% |
| 3M | -13.1% | +32.6% | -45.7% | -18.0% |
| 6M | -2.8% | +33.6% | -36.3% | -8.5% |
| YTD | +35.3% | +12.4% | +22.9% | +35.0% |
| 1Y | +51.4% | +11.2% | +40.2% | +51.7% |
| 3Y | +117.9% | +31.7% | +86.3% | +85.2% |
| All | +117.9% | +30.6% | +87.4% | +85.2% |
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