+253.6%
PH vs STLD
+292.4%
-38.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.4% |
| 7D | -3.1% | +3.1% | -6.2% | -4.3% |
| 30D | -3.2% | -9.0% | +5.7% | -0.2% |
| 3M | +10.6% | -12.4% | +23.0% | +15.2% |
| 6M | -2.1% | +25.5% | -27.6% | -11.7% |
| YTD | +10.2% | +43.6% | -33.4% | -6.2% |
| 1Y | +28.2% | +87.2% | -59.0% | -2.2% |
| 3Y | +134.9% | +135.2% | -0.3% | +61.5% |
| All | +253.6% | +292.4% | -38.8% | +107.0% |
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 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