+106.6%
STLD vs PENG
+153.0%
-46.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -23.0% | +15.4% | -4.1% |
| 7D | -12.5% | -36.7% | +24.2% | -6.8% |
| 30D | -6.8% | -42.0% | +35.2% | -0.1% |
| 3M | -16.4% | -33.2% | +16.8% | -12.8% |
| 6M | -6.1% | +2.1% | -8.2% | -13.7% |
| YTD | +32.0% | +90.3% | -58.3% | +5.4% |
| 1Y | +45.5% | +67.7% | -22.1% | +18.9% |
| All | +106.6% | +153.0% | -46.4% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling