+50.9%
STLD vs PEGA
-47.6%
+98.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +6.0% | +1.5% |
| 7D | -9.7% | -10.0% | +0.3% | -11.0% |
| 30D | -4.5% | -12.7% | +8.1% | -6.2% |
| 3M | -13.1% | -4.6% | -8.5% | -13.3% |
| 6M | -2.8% | -13.1% | +10.3% | -4.1% |
| YTD | +35.3% | -47.6% | +82.9% | +22.5% |
| All | +50.9% | -47.6% | +98.5% | +36.9% |
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