+94.4%
PBR vs STLA
+150.0%
-55.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.6% |
| 7D | -1.0% | -13.8% | +12.7% | +3.1% |
| 30D | -29.3% | -10.5% | -18.8% | -27.6% |
| 3M | +5.5% | -28.9% | +34.4% | +14.5% |
| 6M | -2.9% | -49.7% | +46.8% | +15.7% |
| YTD | +61.5% | -64.9% | +126.4% | +108.7% |
| 1Y | +46.9% | -64.0% | +110.9% | +87.5% |
| 3Y | +66.4% | -77.4% | +143.9% | +134.1% |
| 5Y | +460.3% | -74.4% | +534.7% | +627.2% |
| 10Y | +564.6% | -6.4% | +571.0% | +502.8% |
| All | +94.4% | +150.0% | -55.5% | +68.6% |
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 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