+328.0%
PFE vs STLA
+178.7%
+149.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.1% | +0.9% |
| 7D | -0.7% | -4.9% | +4.2% | -0.1% |
| 30D | +5.3% | -4.9% | +10.2% | +5.8% |
| 3M | +10.1% | -23.7% | +33.8% | +13.3% |
| 6M | +18.0% | -45.0% | +63.0% | +26.0% |
| YTD | +25.8% | -60.9% | +86.7% | +38.9% |
| 1Y | +28.4% | -58.9% | +87.3% | +40.9% |
| 3Y | +20.9% | -74.4% | +95.4% | +37.6% |
| 5Y | -21.5% | -71.5% | +50.0% | -13.2% |
| 10Y | +46.2% | +5.3% | +41.0% | +37.5% |
| All | +328.0% | +178.7% | +149.2% | +287.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling