+196.7%
PH vs STLD
+255.4%
-58.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +2.0% | -11.1% | +13.1% | +6.5% |
| 30D | -3.7% | -4.8% | +1.1% | -2.0% |
| 3M | -14.0% | -14.6% | +0.5% | -9.3% |
| 6M | +2.1% | -7.4% | +9.5% | +3.6% |
| YTD | +5.1% | +32.6% | -27.5% | -8.4% |
| 1Y | +10.9% | +47.3% | -36.4% | -7.5% |
| 3Y | +132.9% | +107.5% | +25.4% | +65.8% |
| All | +196.7% | +255.4% | -58.7% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling