+99.9%
PBR vs STLA
-65.4%
+165.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.6% | +3.9% |
| 7D | +2.5% | +0.7% | +1.7% | +2.3% |
| 30D | +19.4% | -2.4% | +21.7% | +19.6% |
| 3M | +20.8% | -23.9% | +44.7% | +24.6% |
| 6M | +23.5% | -24.6% | +48.1% | +26.5% |
| YTD | +83.4% | -50.5% | +133.9% | +100.9% |
| 1Y | +77.6% | -39.8% | +117.4% | +84.9% |
| 3Y | +99.9% | -65.6% | +165.5% | +120.8% |
| All | +99.9% | -65.4% | +165.2% | +120.8% |
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