+690.3%
STLD vs PENG
+689.3%
+1.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.2% | -2.2% |
| 7D | +2.9% | +13.2% | -10.3% | +0.3% |
| 30D | -5.6% | -29.9% | +24.4% | -0.2% |
| 3M | -11.7% | -22.2% | +10.5% | -9.7% |
| 6M | -2.8% | -1.9% | -0.9% | -9.2% |
| YTD | +36.4% | +142.1% | -105.7% | +3.2% |
| 1Y | +50.0% | +151.5% | -101.5% | +12.4% |
| 3Y | +122.3% | +206.9% | -84.6% | +49.9% |
| 5Y | +273.2% | +58.2% | +215.0% | +169.0% |
| All | +690.3% | +689.3% | +1.0% | +368.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling