-6.0%
PEP vs STLD
-4.1%
-1.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.6% | +7.8% | -0.2% |
| 7D | +6.7% | -12.5% | +19.1% | +5.9% |
| 30D | +13.5% | -6.8% | +20.4% | +13.0% |
| 3M | +3.9% | -16.4% | +20.3% | +2.7% |
| 6M | -6.0% | -6.1% | +0.1% | -6.4% |
| All | -6.0% | -4.1% | -1.9% | -6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling