+258.8%
STLD vs PENG
+42.1%
+216.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.4% | -11.9% | -1.6% |
| 7D | -11.1% | -19.4% | +8.3% | -8.5% |
| 30D | -4.8% | -42.4% | +37.6% | +3.0% |
| 3M | -14.6% | -25.6% | +11.1% | -12.2% |
| 6M | -7.4% | +7.3% | -14.7% | -15.1% |
| YTD | +32.6% | +113.9% | -81.3% | +4.3% |
| 1Y | +47.3% | +93.6% | -46.2% | +18.0% |
| 3Y | +107.5% | +170.2% | -62.7% | +46.3% |
| All | +258.8% | +42.1% | +216.7% | +145.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling