+7,518.6%
STLD vs PEGA
+379.1%
+7,139.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +3.9% | +0.9% |
| 7D | -11.1% | -4.5% | -6.6% | -10.5% |
| 30D | -4.8% | -5.7% | +0.9% | -4.2% |
| 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% | +41.0% |
| 1Y | +47.3% | -44.8% | +92.1% | +56.2% |
| 3Y | +107.5% | +45.5% | +62.0% | +85.4% |
| 5Y | +268.8% | -45.3% | +314.1% | +266.9% |
| 10Y | +883.3% | +102.4% | +780.9% | +711.9% |
| All | +7,518.6% | +379.1% | +7,139.5% | +4,325.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling