+293.0%
PCAR vs STLA
+21.0%
+271.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | +2.9% | -6.4% | +9.3% | +4.9% |
| 30D | -2.1% | -1.3% | -0.8% | -2.2% |
| 3M | -20.4% | -19.9% | -0.4% | -15.9% |
| 6M | -7.0% | -42.9% | +35.9% | +8.2% |
| YTD | -2.6% | -59.4% | +56.8% | +23.2% |
| 1Y | +9.8% | -56.8% | +66.6% | +35.9% |
| 3Y | +37.3% | -73.1% | +110.3% | +88.7% |
| 5Y | +116.4% | -70.1% | +186.5% | +178.5% |
| 10Y | +293.0% | +19.8% | +273.2% | +220.9% |
| All | +293.0% | +21.0% | +271.9% | +220.9% |
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 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