+787.1%
STLD vs PEGA
+92.7%
+694.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.5% |
| 7D | -4.7% | -8.2% | +3.5% | -3.0% |
| 30D | -0.9% | -11.6% | +10.6% | +1.3% |
| 3M | -11.9% | -4.2% | -7.7% | -11.8% |
| 6M | +0.9% | -12.0% | +12.9% | +1.8% |
| YTD | +40.4% | -46.9% | +87.3% | +56.3% |
| 1Y | +56.6% | -47.0% | +103.5% | +73.9% |
| 3Y | +125.5% | +40.9% | +84.6% | +78.5% |
| 5Y | +292.8% | -45.4% | +338.2% | +304.2% |
| 10Y | +787.1% | +95.9% | +691.2% | +509.0% |
| All | +787.1% | +92.7% | +694.4% | +509.0% |
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