+581.3%
PCAR vs STLA
+189.9%
+391.4%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | +0.1% | -4.5% | +4.6% | +1.1% |
| 30D | -4.6% | -3.9% | -0.7% | -4.0% |
| 3M | -22.6% | -20.2% | -2.4% | -19.2% |
| 6M | -12.0% | -42.2% | +30.2% | -1.6% |
| YTD | -6.1% | -59.3% | +53.2% | +12.0% |
| 1Y | +6.3% | -56.1% | +62.4% | +24.4% |
| 3Y | +31.8% | -73.7% | +105.4% | +67.9% |
| 5Y | +104.2% | -70.3% | +174.5% | +148.6% |
| 10Y | +302.9% | +23.1% | +279.9% | +271.8% |
| All | +581.3% | +189.9% | +391.4% | +491.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling