+2,055.0%
PH vs STLA
+263.8%
+1,791.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | -3.1% | +2.6% | -5.6% | -3.8% |
| 30D | -3.2% | -1.2% | -2.0% | -3.3% |
| 3M | +10.6% | -24.8% | +35.3% | +18.9% |
| 6M | -2.1% | -25.6% | +23.4% | +5.2% |
| YTD | +10.2% | -48.9% | +59.1% | +29.8% |
| 1Y | +28.2% | -38.8% | +67.0% | +41.5% |
| 3Y | +134.9% | -64.5% | +199.4% | +194.6% |
| 5Y | +253.6% | -62.4% | +316.1% | +327.9% |
| 10Y | +804.7% | +55.4% | +749.3% | +685.1% |
| All | +2,055.0% | +263.8% | +1,791.2% | +1,722.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling