0.0%
PG vs STLA
-66.9%
+66.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.7% | -3.8% | +1.1% | -2.6% |
| 30D | -1.5% | -3.1% | +1.6% | -1.5% |
| 3M | -3.4% | -19.6% | +16.3% | -2.8% |
| 6M | -7.0% | -23.5% | +16.5% | -6.3% |
| YTD | +2.0% | -51.5% | +53.5% | +3.7% |
| 1Y | -6.5% | -39.7% | +33.2% | -5.6% |
| All | 0.0% | -66.9% | +66.9% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling