+116.1%
PG vs STLA
+55.1%
+61.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.4% |
| 7D | -0.8% | -2.9% | +2.1% | -0.5% |
| 30D | +0.8% | +0.9% | -0.1% | +0.7% |
| 3M | -1.3% | -21.6% | +20.3% | +0.7% |
| 6M | -3.8% | -21.6% | +17.8% | -2.1% |
| YTD | +3.6% | -50.4% | +54.0% | +9.5% |
| 1Y | -5.7% | -43.6% | +37.8% | -2.0% |
| 3Y | +1.6% | -66.4% | +68.0% | +9.3% |
| 5Y | +14.6% | -62.3% | +76.9% | +19.6% |
| All | +116.1% | +55.1% | +61.1% | +97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling