+46.9%
PBR vs STLA
-64.5%
+111.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.3% |
| 7D | -1.0% | -13.8% | +12.7% | -1.9% |
| 30D | -29.3% | -10.5% | -18.8% | -29.7% |
| 3M | +5.5% | -28.9% | +34.4% | +3.8% |
| 6M | -2.9% | -49.7% | +46.8% | -6.3% |
| YTD | +61.5% | -64.9% | +126.4% | +56.5% |
| 1Y | +46.9% | -64.0% | +110.9% | +42.5% |
| All | +46.9% | -64.5% | +111.3% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling