+713.9%
PH vs STLA
+12.4%
+701.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +2.3% |
| 7D | +2.1% | -4.9% | +7.0% | +3.9% |
| 30D | +0.3% | -4.9% | +5.2% | +1.4% |
| 3M | -8.8% | -23.7% | +14.9% | -0.6% |
| 6M | +10.0% | -45.0% | +55.0% | +35.1% |
| YTD | +10.5% | -60.9% | +71.4% | +51.5% |
| 1Y | +15.5% | -58.9% | +74.4% | +54.3% |
| 3Y | +136.4% | -74.4% | +210.8% | +263.6% |
| 5Y | +213.6% | -71.5% | +285.1% | +341.9% |
| 10Y | +713.9% | +5.3% | +708.7% | +603.7% |
| All | +713.9% | +12.4% | +701.5% | +603.7% |
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