+367.2%
PCAR vs STLA
+51.8%
+315.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | -0.5% | +2.6% | -3.1% | -1.3% |
| 30D | -6.2% | -1.2% | -5.0% | -6.2% |
| 3M | +5.9% | -24.8% | +30.7% | +14.5% |
| 6M | +0.4% | -25.6% | +26.0% | +8.4% |
| YTD | +14.8% | -48.9% | +63.8% | +36.6% |
| 1Y | +30.1% | -38.8% | +68.9% | +44.7% |
| 3Y | +66.6% | -64.5% | +131.2% | +111.7% |
| 5Y | +166.1% | -62.4% | +228.6% | +221.9% |
| All | +367.2% | +51.8% | +315.5% | +271.4% |
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