+7,484.2%
STLD vs PTC
+211.4%
+7,272.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.3% | -7.3% | -7.5% |
| 7D | -12.5% | -0.1% | -12.4% | -12.5% |
| 30D | -6.8% | +0.8% | -7.7% | -7.0% |
| 3M | -16.4% | +39.6% | -55.9% | -24.8% |
| 6M | -6.1% | +41.5% | -47.6% | -16.9% |
| YTD | +32.0% | +11.7% | +20.3% | +23.7% |
| 1Y | +45.5% | +2.4% | +43.1% | +39.5% |
| 3Y | +106.5% | +31.9% | +74.6% | +83.5% |
| 5Y | +267.2% | +54.5% | +212.7% | +209.0% |
| 10Y | +878.9% | +342.1% | +536.8% | +501.3% |
| All | +7,484.2% | +211.4% | +7,272.9% | +3,232.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling