+292.6%
STLD vs PEGA
-46.5%
+339.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.5% |
| 7D | +3.1% | +3.3% | -0.1% | +2.7% |
| 30D | -9.0% | +17.7% | -26.7% | -11.0% |
| 3M | -12.4% | +5.8% | -18.2% | -13.4% |
| 6M | +25.5% | -20.3% | +45.8% | +28.4% |
| YTD | +43.6% | -37.1% | +80.8% | +51.6% |
| 1Y | +87.2% | -30.2% | +117.4% | +92.7% |
| 3Y | +135.2% | +48.1% | +87.1% | +102.3% |
| All | +292.6% | -46.5% | +339.1% | +311.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling