+287.1%
PCAR vs STLA
-4.1%
+291.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +4.9% | -13.8% | +18.7% | +9.4% |
| 30D | -1.4% | -10.5% | +9.1% | +1.3% |
| 3M | -18.1% | -28.9% | +10.7% | -10.6% |
| 6M | -4.0% | -49.7% | +45.7% | +15.8% |
| YTD | -1.5% | -64.9% | +63.5% | +30.0% |
| 1Y | +13.2% | -64.0% | +77.2% | +47.9% |
| 3Y | +35.8% | -77.4% | +113.2% | +96.7% |
| 5Y | +114.6% | -74.4% | +189.1% | +189.0% |
| All | +287.1% | -4.1% | +291.2% | +215.4% |
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