+35.6%
PFE vs STLA
+51.8%
-16.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | +1.8% | +2.6% | -0.8% | +1.3% |
| 30D | +10.2% | -1.2% | +11.5% | +10.3% |
| 3M | +12.7% | -24.8% | +37.4% | +17.4% |
| 6M | +10.5% | -25.6% | +36.1% | +14.9% |
| YTD | +20.2% | -48.9% | +69.1% | +31.6% |
| 1Y | +24.1% | -38.8% | +62.8% | +31.3% |
| 3Y | -3.6% | -64.5% | +61.0% | +8.6% |
| 5Y | -20.9% | -62.4% | +41.6% | -13.6% |
| All | +35.6% | +51.8% | -16.2% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling