+60.1%
STLD vs PENG
+120.5%
-60.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.1% | +6.1% | -2.1% |
| 7D | -3.9% | -20.5% | +16.5% | -1.9% |
| 30D | -0.4% | -20.4% | +20.0% | +1.2% |
| 3M | -9.2% | -16.4% | +7.2% | -8.6% |
| 6M | +5.0% | +49.2% | -44.3% | -9.0% |
| YTD | +42.8% | +147.2% | -104.4% | +9.2% |
| 1Y | +60.1% | +124.7% | -64.6% | +24.7% |
| All | +60.1% | +120.5% | -60.4% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling