-2.5%
PFE vs STLA
-64.3%
+61.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +17.1% |
| 6M | +10.5% | -25.6% | +36.1% | +14.6% |
| YTD | +20.2% | -48.9% | +69.1% | +31.3% |
| 1Y | +24.1% | -38.8% | +62.8% | +30.7% |
| All | -2.5% | -64.3% | +61.8% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling