+308.7%
PFE vs STLA
+263.8%
+44.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | +1.8% | +2.6% | -0.8% | +1.4% |
| 30D | +10.2% | -1.2% | +11.5% | +10.3% |
| 3M | +12.7% | -24.8% | +37.4% | +16.3% |
| 6M | +10.5% | -25.6% | +36.1% | +14.0% |
| YTD | +20.2% | -48.9% | +69.1% | +28.9% |
| 1Y | +24.1% | -38.8% | +62.8% | +29.7% |
| 3Y | -3.6% | -64.5% | +61.0% | +5.8% |
| 5Y | -20.9% | -62.4% | +41.6% | -15.1% |
| 10Y | +35.8% | +55.4% | -19.5% | +22.8% |
| All | +308.7% | +263.8% | +44.9% | +259.9% |
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