+47.3%
STLD vs PEGA
-45.2%
+92.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +3.9% | 0.0% |
| 7D | -11.1% | -4.5% | -6.6% | -11.7% |
| 30D | -4.8% | -5.7% | +0.9% | -5.5% |
| 3M | -14.6% | +2.6% | -17.1% | -13.9% |
| 6M | -7.4% | -10.6% | +3.2% | -8.4% |
| YTD | +32.6% | -45.5% | +78.1% | +20.6% |
| 1Y | +47.3% | -44.8% | +92.1% | +34.4% |
| All | +47.3% | -45.2% | +92.6% | +34.4% |
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 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