+35.6%
PFE vs STLA
-53.0%
+88.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.8% | -1.2% | +2.3% |
| 7D | +4.6% | -0.6% | +5.2% | +4.6% |
| 30D | +12.3% | +3.6% | +8.8% | +12.0% |
| 3M | +21.2% | -20.6% | +41.8% | +23.8% |
| 6M | +21.1% | -34.3% | +55.4% | +25.6% |
| YTD | +30.0% | -57.3% | +87.3% | +42.4% |
| 1Y | +35.6% | -52.6% | +88.2% | +43.4% |
| All | +35.6% | -53.0% | +88.6% | +43.4% |
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