+9.3%
PCAR vs STLA
-59.1%
+68.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.5% | +0.5% |
| 7D | +3.5% | -4.9% | +8.4% | +4.4% |
| 30D | -2.3% | -4.9% | +2.6% | -1.5% |
| 3M | -19.3% | -23.7% | +4.3% | -15.4% |
| 6M | -7.1% | -45.0% | +37.8% | +3.8% |
| YTD | -2.8% | -60.9% | +58.1% | +14.1% |
| 1Y | +9.3% | -58.9% | +68.2% | +26.3% |
| All | +9.3% | -59.1% | +68.4% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling