+58.5%
STLD vs PEGA
-47.0%
+105.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.2% |
| 7D | -0.5% | -8.6% | +8.2% | -1.7% |
| 30D | -0.1% | -10.1% | +10.0% | -1.4% |
| 3M | -9.2% | -4.7% | -4.4% | -9.4% |
| 6M | +1.8% | -8.0% | +9.7% | +1.3% |
| YTD | +42.1% | -47.1% | +89.3% | +28.8% |
| 1Y | +58.5% | -47.5% | +106.0% | +44.1% |
| All | +58.5% | -47.0% | +105.6% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling