+733.1%
PCAR vs STLA
+263.8%
+469.3%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | -0.5% | +2.6% | -3.1% | -1.1% |
| 30D | -6.2% | -1.2% | -5.0% | -6.2% |
| 3M | +5.9% | -24.8% | +30.7% | +12.4% |
| 6M | +0.4% | -25.6% | +26.0% | +6.5% |
| YTD | +14.8% | -48.9% | +63.8% | +30.9% |
| 1Y | +30.1% | -38.8% | +68.9% | +41.4% |
| 3Y | +66.7% | -64.5% | +131.2% | +99.7% |
| 5Y | +166.1% | -62.4% | +228.6% | +209.1% |
| 10Y | +353.7% | +55.4% | +298.3% | +299.3% |
| All | +733.1% | +263.8% | +469.3% | +591.9% |
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