+288.2%
STLD vs PTC
+62.1%
+226.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | -0.1% | +0.9% | -1.0% | -0.3% |
| 3M | -9.2% | +30.4% | -39.5% | -16.4% |
| 6M | +1.8% | +34.4% | -32.7% | -8.0% |
| YTD | +42.1% | +12.6% | +29.5% | +36.4% |
| 1Y | +58.5% | +10.2% | +48.3% | +53.4% |
| 3Y | +128.2% | +29.4% | +98.8% | +100.2% |
| 5Y | +288.2% | +63.7% | +224.5% | +198.1% |
| All | +288.2% | +62.1% | +226.1% | +198.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling