+17.0%
PG vs STLA
-53.0%
+70.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.5% | +3.0% |
| 7D | +5.7% | -0.6% | +6.4% | +5.7% |
| 30D | +15.4% | +3.6% | +11.8% | +15.2% |
| 3M | +13.8% | -20.6% | +34.4% | +14.9% |
| 6M | +18.3% | -34.3% | +52.6% | +20.5% |
| YTD | +20.1% | -57.3% | +77.4% | +23.2% |
| 1Y | +17.0% | -52.6% | +69.6% | +18.8% |
| All | +17.0% | -53.0% | +70.0% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling