+852.5%
STLD vs PEGA
+101.4%
+751.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +3.9% | +1.2% |
| 7D | -11.1% | -4.5% | -6.6% | -10.3% |
| 30D | -4.8% | -5.7% | +0.9% | -3.9% |
| 3M | -14.6% | +2.6% | -17.1% | -15.6% |
| 6M | -7.4% | -10.6% | +3.2% | -6.8% |
| YTD | +32.6% | -45.5% | +78.1% | +46.8% |
| 1Y | +47.3% | -44.8% | +92.1% | +62.2% |
| 3Y | +107.5% | +45.5% | +62.0% | +63.0% |
| 5Y | +268.8% | -45.3% | +314.1% | +281.6% |
| All | +852.5% | +101.4% | +751.1% | +522.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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