+160.2%
PEG vs STLD
+779.4%
-619.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.2% | +3.0% |
| 7D | +0.9% | -9.7% | +10.5% | +2.2% |
| 30D | +3.8% | -4.5% | +8.3% | +4.4% |
| 3M | +0.1% | -13.1% | +13.2% | +1.7% |
| 6M | -1.0% | -2.8% | +1.8% | -1.2% |
| YTD | -4.1% | +35.3% | -39.5% | -9.1% |
| 1Y | -6.9% | +51.4% | -58.2% | -13.2% |
| 3Y | +35.6% | +117.9% | -82.3% | +17.4% |
| 5Y | +42.8% | +272.6% | -229.8% | +10.0% |
| 10Y | +160.2% | +782.2% | -622.0% | +59.9% |
| All | +160.2% | +779.4% | -619.2% | +59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling