+696.1%
PH vs STLA
-3.1%
+699.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.5% | +0.8% |
| 7D | +7.4% | -13.1% | +20.4% | +13.1% |
| 30D | +0.5% | -13.3% | +13.7% | +5.1% |
| 3M | -10.2% | -27.9% | +17.6% | -0.2% |
| 6M | +8.9% | -47.8% | +56.8% | +36.3% |
| YTD | +9.7% | -64.6% | +74.2% | +56.2% |
| 1Y | +12.8% | -64.0% | +76.8% | +58.8% |
| 3Y | +134.6% | -76.8% | +211.4% | +274.8% |
| 5Y | +204.5% | -74.2% | +278.7% | +345.2% |
| All | +696.1% | -3.1% | +699.2% | +574.1% |
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