+64.3%
PBR vs STLA
-76.9%
+141.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.1% | +7.7% | +2.2% |
| 7D | -3.7% | -13.1% | +9.3% | -2.4% |
| 30D | -29.0% | -13.3% | -15.8% | -28.1% |
| 3M | +4.9% | -27.9% | +32.8% | +8.2% |
| 6M | -8.4% | -47.8% | +39.4% | -1.8% |
| YTD | +59.4% | -64.6% | +123.9% | +80.6% |
| 1Y | +45.5% | -64.0% | +109.5% | +63.9% |
| All | +64.3% | -76.9% | +141.1% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling