+1,732.2%
PEG vs STLD
+8,008.3%
-6,276.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -2.3% | -11.1% | +8.9% | -0.7% |
| 30D | +1.2% | -4.8% | +6.0% | +1.8% |
| 3M | -2.4% | -14.6% | +12.2% | -0.5% |
| 6M | -6.9% | -7.4% | +0.5% | -6.4% |
| YTD | -7.2% | +32.6% | -39.8% | -11.7% |
| 1Y | -8.9% | +47.3% | -56.2% | -14.6% |
| 3Y | +27.1% | +107.5% | -80.4% | +11.6% |
| 5Y | +33.8% | +268.8% | -235.0% | +5.6% |
| 10Y | +150.2% | +883.3% | -733.2% | +62.4% |
| All | +1,732.2% | +8,008.3% | -6,276.2% | +763.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling