+4.7%
PEP vs STLD
+292.4%
-287.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.6% |
| 7D | -1.4% | +3.1% | -4.5% | -1.5% |
| 30D | +0.2% | -9.0% | +9.2% | +0.6% |
| 3M | -1.1% | -12.4% | +11.3% | -0.6% |
| 6M | -13.5% | +25.5% | -39.0% | -14.7% |
| YTD | -1.2% | +43.6% | -44.8% | -3.2% |
| 1Y | -1.6% | +87.2% | -88.7% | -4.8% |
| 3Y | -12.5% | +135.2% | -147.8% | -17.3% |
| All | +4.7% | +292.4% | -287.7% | -5.8% |
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