+140.4%
PEG vs STLD
+1,072.4%
-932.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.8% |
| 7D | +1.0% | +2.7% | -1.6% | +0.6% |
| 30D | -1.9% | -8.4% | +6.6% | -0.8% |
| 3M | -3.7% | -9.9% | +6.2% | -2.6% |
| 6M | -9.4% | +33.0% | -42.5% | -13.5% |
| YTD | -6.0% | +42.6% | -48.6% | -11.3% |
| 1Y | -4.4% | +80.8% | -85.1% | -13.1% |
| 3Y | +33.5% | +143.4% | -109.9% | +13.9% |
| 5Y | +35.7% | +293.4% | -257.7% | +4.0% |
| 10Y | +140.4% | +1,080.4% | -940.0% | +34.4% |
| All | +140.4% | +1,072.4% | -932.0% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded STLD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling