+34.0%
PCAR vs STLA
-74.3%
+108.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +1.1% |
| 7D | +3.8% | -4.9% | +8.7% | +5.1% |
| 30D | -2.0% | -4.9% | +2.9% | -1.1% |
| 3M | -19.1% | -23.7% | +4.6% | -14.1% |
| 6M | -6.8% | -45.0% | +38.2% | +7.4% |
| YTD | -2.5% | -60.9% | +58.4% | +21.0% |
| 1Y | +9.7% | -58.9% | +68.5% | +33.8% |
| 3Y | +34.0% | -74.4% | +108.4% | +87.8% |
| All | +34.0% | -74.3% | +108.2% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling