+285.9%
PCAR vs STLA
-3.1%
+289.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.1% | +4.4% | +0.1% |
| 7D | +2.1% | -13.1% | +15.2% | +6.2% |
| 30D | -1.2% | -13.3% | +12.1% | +2.4% |
| 3M | -18.6% | -27.9% | +9.3% | -11.4% |
| 6M | -5.1% | -47.8% | +42.8% | +13.3% |
| YTD | -1.8% | -64.6% | +62.8% | +29.2% |
| 1Y | +10.6% | -64.0% | +74.6% | +44.5% |
| 3Y | +34.9% | -76.8% | +111.8% | +93.9% |
| 5Y | +114.0% | -74.2% | +188.1% | +187.3% |
| All | +285.9% | -3.1% | +289.0% | +213.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling