+42.3%
PEG vs STLD
+288.2%
-245.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +2.3% | +6.9% | -4.5% | +1.7% |
| 30D | +6.1% | -1.5% | +7.6% | +6.2% |
| 3M | -0.5% | -9.7% | +9.2% | +0.3% |
| 6M | -3.2% | +2.3% | -5.5% | -3.8% |
| YTD | -4.4% | +41.0% | -45.4% | -8.4% |
| 1Y | -7.4% | +51.8% | -59.2% | -12.0% |
| 3Y | +33.9% | +126.4% | -92.5% | +19.6% |
| 5Y | +42.3% | +285.7% | -243.4% | +18.0% |
| All | +42.3% | +288.2% | -245.9% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling