+782.2%
STLD vs PEGA
+99.2%
+683.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +6.0% | +2.9% |
| 7D | -9.7% | -10.0% | +0.3% | -7.7% |
| 30D | -4.5% | -12.7% | +8.1% | -2.1% |
| 3M | -13.1% | -4.6% | -8.5% | -12.9% |
| 6M | -2.8% | -13.1% | +10.3% | -1.6% |
| YTD | +35.3% | -47.6% | +82.9% | +51.0% |
| 1Y | +51.4% | -47.0% | +98.4% | +68.0% |
| 3Y | +117.9% | +42.0% | +75.9% | +71.9% |
| 5Y | +272.6% | -47.8% | +320.4% | +289.6% |
| 10Y | +782.2% | +92.0% | +690.2% | +514.7% |
| All | +782.2% | +99.2% | +683.0% | +514.7% |
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