+27.1%
PEG vs STLD
+105.6%
-78.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -2.3% | -11.1% | +8.9% | -1.6% |
| 30D | +1.2% | -4.8% | +6.0% | +1.4% |
| 3M | -2.4% | -14.6% | +12.2% | -1.5% |
| 6M | -6.9% | -7.4% | +0.5% | -6.7% |
| YTD | -7.2% | +32.6% | -39.8% | -9.5% |
| 1Y | -8.9% | +47.3% | -56.2% | -11.8% |
| 3Y | +27.1% | +107.5% | -80.4% | +19.3% |
| All | +27.1% | +105.6% | -78.5% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling