+983.3%
PEP vs STLD
+7,971.8%
-6,988.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.6% | +7.8% | +0.9% |
| 7D | +6.7% | -12.5% | +19.1% | +8.0% |
| 30D | +13.5% | -6.8% | +20.4% | +14.2% |
| 3M | +3.9% | -16.4% | +20.3% | +5.5% |
| 6M | -6.0% | -6.1% | +0.1% | -5.8% |
| YTD | +2.5% | +32.0% | -29.5% | -1.0% |
| 1Y | +3.9% | +45.5% | -41.6% | -0.5% |
| 3Y | -4.7% | +106.5% | -111.1% | -13.0% |
| 5Y | +1.1% | +267.2% | -266.1% | -14.6% |
| 10Y | +83.8% | +878.9% | -795.0% | +35.0% |
| All | +983.3% | +7,971.8% | -6,988.5% | +448.1% |
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