-23.8%
PFE vs STLA
-74.6%
+50.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -1.7% | -13.8% | +12.1% | +0.2% |
| 30D | +0.3% | -10.5% | +10.9% | +1.7% |
| 3M | +9.4% | -28.9% | +38.2% | +13.9% |
| 6M | +14.9% | -49.7% | +64.6% | +25.0% |
| YTD | +23.8% | -64.9% | +88.7% | +40.4% |
| 1Y | +19.5% | -64.0% | +83.6% | +34.9% |
| 3Y | +21.0% | -77.4% | +98.5% | +40.5% |
| All | -23.8% | -74.6% | +50.8% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling