+727.2%
STLD vs PENG
+705.8%
+21.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.1% | +6.1% | -1.3% |
| 7D | -3.9% | -20.5% | +16.5% | -0.1% |
| 30D | -0.4% | -20.4% | +20.0% | +2.7% |
| 3M | -9.2% | -16.4% | +7.2% | -7.9% |
| 6M | +5.0% | +49.2% | -44.3% | -10.2% |
| YTD | +42.8% | +147.2% | -104.4% | +8.3% |
| 1Y | +60.1% | +124.7% | -64.6% | +23.6% |
| 3Y | +123.5% | +230.3% | -106.8% | +49.3% |
| 5Y | +302.0% | +71.4% | +230.6% | +186.7% |
| All | +727.2% | +705.8% | +21.3% | +391.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling