-77.0%
PLTD vs STLA
-57.6%
-19.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.4% | +1.4% |
| 7D | +4.5% | +0.7% | +3.8% | +5.0% |
| 30D | -0.7% | -2.4% | +1.6% | -0.9% |
| 3M | -31.0% | -23.9% | -7.2% | -35.0% |
| 6M | -24.8% | -24.6% | -0.2% | -28.7% |
| YTD | -18.6% | -50.5% | +31.9% | -32.7% |
| 1Y | -31.8% | -39.8% | +8.0% | -37.3% |
| All | -77.0% | -57.6% | -19.4% | -79.1% |
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