+278.2%
PCAR vs STLA
+12.4%
+265.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +1.2% |
| 7D | +3.8% | -4.9% | +8.7% | +5.3% |
| 30D | -2.0% | -4.9% | +2.9% | -1.0% |
| 3M | -19.1% | -23.7% | +4.6% | -13.3% |
| 6M | -6.8% | -45.0% | +38.2% | +9.5% |
| YTD | -2.5% | -60.9% | +58.4% | +24.6% |
| 1Y | +9.7% | -58.9% | +68.5% | +37.6% |
| 3Y | +34.0% | -74.4% | +108.4% | +86.9% |
| 5Y | +113.3% | -71.5% | +184.9% | +178.3% |
| 10Y | +278.2% | +5.3% | +272.9% | +230.3% |
| All | +278.2% | +12.4% | +265.8% | +230.3% |
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