+288.2%
STLD vs PEGA
-45.8%
+334.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.3% |
| 7D | -0.5% | -8.6% | +8.2% | +0.6% |
| 30D | -0.1% | -10.1% | +10.0% | +1.1% |
| 3M | -9.2% | -4.7% | -4.4% | -9.0% |
| 6M | +1.8% | -8.0% | +9.7% | +1.8% |
| YTD | +42.1% | -47.1% | +89.3% | +52.8% |
| 1Y | +58.5% | -47.5% | +106.0% | +70.4% |
| 3Y | +128.2% | +40.2% | +88.0% | +96.1% |
| 5Y | +288.2% | -45.7% | +334.0% | +272.3% |
| All | +288.2% | -45.8% | +334.1% | +272.3% |
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