+253.6%
PH vs STLA
-62.4%
+316.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | -3.1% | +2.6% | -5.6% | -3.9% |
| 30D | -3.2% | -1.2% | -2.0% | -3.2% |
| 3M | +10.6% | -24.8% | +35.3% | +20.3% |
| 6M | -2.1% | -25.6% | +23.4% | +6.3% |
| YTD | +10.2% | -48.9% | +59.1% | +33.6% |
| 1Y | +28.2% | -38.8% | +67.0% | +42.6% |
| 3Y | +134.9% | -64.5% | +199.4% | +204.4% |
| All | +253.6% | -62.4% | +316.0% | +323.9% |
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