-4.6%
PEP vs STLD
+104.7%
-109.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.6% | +7.8% | +0.2% |
| 7D | +6.7% | -12.5% | +19.1% | +6.8% |
| 30D | +13.5% | -6.8% | +20.4% | +13.5% |
| 3M | +3.9% | -16.4% | +20.3% | +4.1% |
| 6M | -6.0% | -6.1% | +0.1% | -6.1% |
| YTD | +2.5% | +32.0% | -29.5% | +1.7% |
| 1Y | +3.9% | +45.5% | -41.6% | +3.2% |
| All | -4.6% | +104.7% | -109.3% | -6.6% |
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