+258.8%
STLD vs PEGA
-45.3%
+304.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +3.9% | +0.9% |
| 7D | -11.1% | -4.5% | -6.6% | -10.6% |
| 30D | -4.8% | -5.7% | +0.9% | -4.3% |
| 3M | -14.6% | +2.6% | -17.1% | -15.2% |
| 6M | -7.4% | -10.6% | +3.2% | -7.0% |
| YTD | +32.6% | -45.5% | +78.1% | +42.0% |
| 1Y | +47.3% | -44.8% | +92.1% | +57.2% |
| 3Y | +107.5% | +45.5% | +62.0% | +77.4% |
| All | +258.8% | -45.3% | +304.1% | +248.8% |
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