+112.4%
PAAS vs STLA
+189.9%
-77.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +8.4% | -4.5% | +12.9% | +9.0% |
| 30D | -7.2% | -3.9% | -3.3% | -6.8% |
| 3M | -14.0% | -20.2% | +6.2% | -11.8% |
| 6M | -26.8% | -42.2% | +15.4% | -22.0% |
| YTD | -19.8% | -59.3% | +39.5% | -11.8% |
| 1Y | +22.8% | -56.1% | +78.9% | +33.7% |
| 3Y | +183.6% | -73.7% | +257.3% | +222.4% |
| 5Y | +73.8% | -70.3% | +144.1% | +92.3% |
| 10Y | +185.6% | +23.1% | +162.5% | +180.4% |
| All | +112.4% | +189.9% | -77.4% | +83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling