+737.3%
PH vs STLA
+21.0%
+716.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.5% | +4.3% |
| 7D | +3.0% | -6.4% | +9.4% | +5.4% |
| 30D | -0.6% | -1.3% | +0.7% | -0.8% |
| 3M | -10.7% | -19.9% | +9.2% | -4.4% |
| 6M | +9.1% | -42.9% | +52.0% | +32.1% |
| YTD | +9.5% | -59.4% | +68.9% | +48.2% |
| 1Y | +14.0% | -56.8% | +70.9% | +49.5% |
| 3Y | +138.9% | -73.1% | +211.9% | +259.8% |
| 5Y | +209.1% | -70.1% | +279.2% | +327.1% |
| 10Y | +737.3% | +19.8% | +717.5% | +573.7% |
| All | +737.3% | +21.0% | +716.3% | +573.7% |
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