+23.4%
PFE vs STLA
-75.4%
+98.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.8% |
| 7D | -3.0% | -11.6% | +8.7% | -1.3% |
| 30D | +5.2% | -6.2% | +11.4% | +6.0% |
| 3M | +12.2% | -24.6% | +36.8% | +16.4% |
| 6M | +17.8% | -44.9% | +62.7% | +27.5% |
| YTD | +26.2% | -62.3% | +88.5% | +43.5% |
| 1Y | +23.2% | -61.8% | +85.0% | +39.6% |
| All | +23.4% | -75.4% | +98.8% | +41.9% |
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