+50.7%
PFE vs STLA
+0.5%
+50.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.8% |
| 7D | -3.0% | -11.6% | +8.7% | -1.2% |
| 30D | +5.2% | -6.2% | +11.4% | +6.0% |
| 3M | +12.2% | -24.6% | +36.8% | +16.6% |
| 6M | +17.8% | -44.9% | +62.7% | +28.1% |
| YTD | +26.2% | -62.3% | +88.5% | +44.1% |
| 1Y | +23.2% | -61.8% | +85.0% | +40.2% |
| 3Y | +21.3% | -75.3% | +96.6% | +43.9% |
| 5Y | -23.1% | -72.5% | +49.4% | -12.2% |
| 10Y | +50.7% | +0.8% | +50.0% | +44.4% |
| All | +50.7% | +0.5% | +50.2% | +44.4% |
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 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