+91.9%
PBR vs STLA
+152.6%
-60.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.1% | +7.7% | +3.3% |
| 7D | -3.7% | -13.1% | +9.3% | +0.1% |
| 30D | -29.0% | -13.3% | -15.8% | -26.7% |
| 3M | +4.9% | -27.9% | +32.8% | +13.4% |
| 6M | -8.4% | -47.8% | +39.4% | +7.9% |
| YTD | +59.4% | -64.6% | +123.9% | +105.4% |
| 1Y | +45.5% | -64.0% | +109.5% | +85.7% |
| 3Y | +67.4% | -76.8% | +144.2% | +133.5% |
| 5Y | +453.0% | -74.2% | +527.1% | +615.6% |
| 10Y | +555.9% | -5.4% | +561.3% | +493.2% |
| All | +91.9% | +152.6% | -60.7% | +65.9% |
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