+126.5%
PH vs STLD
+104.7%
+21.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.6% | +5.6% | +0.9% |
| 7D | -3.9% | -12.5% | +8.6% | +0.9% |
| 30D | -9.4% | -6.8% | -2.6% | -7.0% |
| 3M | -10.3% | -16.4% | +6.1% | -4.6% |
| 6M | +2.7% | -6.1% | +8.8% | +3.5% |
| YTD | +2.1% | +32.0% | -29.8% | -12.0% |
| 1Y | +16.2% | +45.5% | -29.3% | -4.3% |
| All | +126.5% | +104.7% | +21.8% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling