+113.3%
PBR vs STLA
+263.8%
-150.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.3% |
| 7D | +8.6% | +2.6% | +6.0% | +7.7% |
| 30D | +12.8% | -1.2% | +14.0% | +12.9% |
| 3M | +14.7% | -24.8% | +39.4% | +23.5% |
| 6M | +25.2% | -25.6% | +50.7% | +33.6% |
| YTD | +77.1% | -48.9% | +126.1% | +108.3% |
| 1Y | +69.6% | -38.8% | +108.3% | +85.7% |
| 3Y | +95.6% | -64.5% | +160.1% | +143.2% |
| 5Y | +501.8% | -62.4% | +564.2% | +609.0% |
| 10Y | +640.6% | +55.4% | +585.2% | +494.1% |
| All | +113.3% | +263.8% | -150.5% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling