-7.4%
STLD vs PEGA
-12.1%
+4.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +3.9% | +0.1% |
| 7D | -11.1% | -4.5% | -6.6% | -11.5% |
| 30D | -4.8% | -5.7% | +0.9% | -5.3% |
| 3M | -14.6% | +2.6% | -17.1% | -14.2% |
| 6M | -7.4% | -10.6% | +3.2% | -7.8% |
| All | -7.4% | -12.1% | +4.7% | -7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling