+73.8%
PEP vs STLD
+1,105.0%
-1,031.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.5% |
| 7D | -1.4% | +3.1% | -4.5% | -1.7% |
| 30D | +0.2% | -9.0% | +9.2% | +1.0% |
| 3M | -1.1% | -12.4% | +11.3% | -0.1% |
| 6M | -13.5% | +25.5% | -39.0% | -15.8% |
| YTD | -1.2% | +43.6% | -44.8% | -5.3% |
| 1Y | -1.6% | +87.2% | -88.7% | -8.3% |
| 3Y | -12.5% | +135.2% | -147.8% | -21.8% |
| 5Y | +3.0% | +290.9% | -287.8% | -15.9% |
| All | +73.8% | +1,105.0% | -1,031.2% | +15.5% |
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 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