+196.7%
PH vs STLA
-70.1%
+266.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +2.0% | -4.5% | +6.5% | +3.3% |
| 30D | -3.7% | -3.9% | +0.2% | -3.0% |
| 3M | -14.0% | -20.2% | +6.1% | -8.9% |
| 6M | +2.1% | -42.2% | +44.3% | +19.2% |
| YTD | +5.1% | -59.3% | +64.4% | +35.4% |
| 1Y | +10.9% | -56.1% | +67.0% | +38.3% |
| 3Y | +132.9% | -73.7% | +206.6% | +232.8% |
| All | +196.7% | -70.1% | +266.7% | +281.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling