+662.0%
PBR vs STLA
+55.1%
+606.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.7% |
| 7D | +5.4% | -2.9% | +8.2% | +6.4% |
| 30D | +22.9% | +0.9% | +21.9% | +21.9% |
| 3M | +19.6% | -21.6% | +41.3% | +29.6% |
| 6M | +16.5% | -21.6% | +38.1% | +23.7% |
| YTD | +86.7% | -50.4% | +137.1% | +132.3% |
| 1Y | +74.7% | -43.6% | +118.3% | +102.2% |
| 3Y | +102.6% | -66.4% | +169.0% | +173.5% |
| 5Y | +566.6% | -62.3% | +628.9% | +698.9% |
| All | +662.0% | +55.1% | +606.9% | +412.9% |
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