+696.1%
PH vs STLD
+790.2%
-94.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | +7.4% | +6.9% | +0.5% | +4.2% |
| 30D | +0.5% | -1.5% | +1.9% | +1.0% |
| 3M | -10.2% | -9.7% | -0.6% | -6.7% |
| 6M | +8.9% | +2.3% | +6.6% | +5.8% |
| YTD | +9.7% | +41.0% | -31.4% | -9.4% |
| 1Y | +12.8% | +51.8% | -39.0% | -10.0% |
| 3Y | +134.6% | +126.4% | +8.2% | +49.6% |
| 5Y | +204.5% | +285.7% | -81.2% | +40.2% |
| All | +696.1% | +790.2% | -94.1% | +114.4% |
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