+60.6%
PFE vs STLA
+18.3%
+42.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -3.7% | -4.5% | +0.8% | -3.0% |
| 30D | +5.0% | -3.9% | +8.9% | +5.4% |
| 3M | +12.2% | -20.2% | +32.4% | +15.6% |
| 6M | +14.6% | -42.2% | +56.7% | +23.7% |
| YTD | +24.1% | -59.3% | +83.4% | +40.2% |
| 1Y | +26.6% | -56.1% | +82.6% | +41.0% |
| 3Y | +14.3% | -73.7% | +88.0% | +34.4% |
| 5Y | -21.9% | -70.3% | +48.4% | -11.9% |
| All | +60.6% | +18.3% | +42.3% | +47.5% |
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