+710.0%
PH vs STLD
+802.0%
-92.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.2% |
| 7D | +6.9% | -0.5% | +7.4% | +7.0% |
| 30D | +1.7% | -0.1% | +1.7% | +1.6% |
| 3M | -8.1% | -9.2% | +1.0% | -4.8% |
| 6M | +11.5% | +1.8% | +9.7% | +8.6% |
| YTD | +11.4% | +42.1% | -30.8% | -8.3% |
| 1Y | +14.1% | +58.5% | -44.4% | -10.9% |
| 3Y | +138.2% | +128.2% | +10.0% | +51.4% |
| 5Y | +216.0% | +288.2% | -72.2% | +45.2% |
| 10Y | +710.0% | +799.8% | -89.8% | +116.9% |
| All | +710.0% | +802.0% | -92.1% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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