+710.0%
PH vs STLA
+0.5%
+709.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +2.1% |
| 7D | +6.9% | -11.6% | +18.5% | +11.9% |
| 30D | +1.7% | -6.2% | +7.8% | +3.3% |
| 3M | -8.1% | -24.6% | +16.4% | +0.5% |
| 6M | +11.5% | -44.9% | +56.4% | +36.7% |
| YTD | +11.4% | -62.3% | +73.6% | +54.8% |
| 1Y | +14.1% | -61.8% | +75.9% | +57.0% |
| 3Y | +138.2% | -75.3% | +213.6% | +271.3% |
| 5Y | +216.0% | -72.5% | +288.5% | +351.0% |
| 10Y | +710.0% | +0.8% | +709.2% | +610.6% |
| All | +710.0% | +0.5% | +709.5% | +610.6% |
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