+792.3%
PH vs STLA
+48.0%
+744.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.5% |
| 7D | +0.4% | +0.7% | -0.4% | +0.1% |
| 30D | -10.8% | -2.4% | -8.5% | -10.4% |
| 3M | +8.5% | -23.9% | +32.3% | +19.2% |
| 6M | +3.9% | -24.6% | +28.5% | +13.8% |
| YTD | +9.4% | -50.5% | +59.9% | +38.6% |
| 1Y | +26.8% | -39.8% | +66.6% | +45.1% |
| 3Y | +140.8% | -65.6% | +206.4% | +231.3% |
| 5Y | +253.8% | -62.1% | +315.9% | +348.7% |
| 10Y | +792.3% | +47.8% | +744.6% | +568.5% |
| All | +792.3% | +48.0% | +744.4% | +568.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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