+7,704.6%
PH vs STLD
+7,971.8%
-267.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.6% | +5.6% | +0.6% |
| 7D | -3.9% | -12.5% | +8.6% | +0.4% |
| 30D | -9.4% | -6.8% | -2.6% | -7.3% |
| 3M | -10.3% | -16.4% | +6.1% | -5.3% |
| 6M | +2.7% | -6.1% | +8.8% | +3.7% |
| YTD | +2.1% | +32.0% | -29.8% | -8.6% |
| 1Y | +16.2% | +45.5% | -29.3% | +0.5% |
| 3Y | +129.3% | +106.5% | +22.8% | +73.3% |
| 5Y | +191.7% | +267.2% | -75.4% | +76.2% |
| 10Y | +759.2% | +878.9% | -119.6% | +262.4% |
| All | +7,704.6% | +7,971.8% | -267.1% | +1,348.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling