+212.2%
PAAS vs STLA
+0.5%
+211.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.7% |
| 7D | -5.2% | -11.6% | +6.4% | -2.9% |
| 30D | -13.9% | -6.2% | -7.8% | -13.0% |
| 3M | -23.8% | -24.6% | +0.8% | -20.0% |
| 6M | -36.4% | -44.9% | +8.5% | -29.4% |
| YTD | -23.4% | -62.3% | +38.9% | -10.3% |
| 1Y | +5.6% | -61.8% | +67.4% | +23.1% |
| 3Y | +209.7% | -75.3% | +285.0% | +282.3% |
| 5Y | +55.6% | -72.5% | +128.1% | +83.4% |
| 10Y | +212.2% | +0.8% | +211.5% | +158.5% |
| All | +212.2% | +0.5% | +211.7% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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