+556.1%
PBR vs STLA
-63.2%
+619.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +0.8% |
| 7D | +0.3% | +0.4% | 0.0% | +0.2% |
| 30D | +17.5% | -5.2% | +22.7% | +18.5% |
| 3M | +20.9% | -24.9% | +45.8% | +26.9% |
| 6M | +20.2% | -25.2% | +45.4% | +25.1% |
| YTD | +84.3% | -51.4% | +135.7% | +108.8% |
| 1Y | +77.1% | -40.7% | +117.8% | +88.7% |
| 3Y | +100.8% | -66.3% | +167.1% | +136.8% |
| 5Y | +556.1% | -63.2% | +619.4% | +631.6% |
| All | +556.1% | -63.2% | +619.3% | +631.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling