-10.0%
PLTR vs STLA
-53.0%
+43.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.9% | -2.4% |
| 7D | -12.8% | -0.6% | -12.1% | -12.7% |
| 30D | -9.3% | +3.6% | -12.9% | -9.6% |
| 3M | +5.6% | -20.6% | +26.2% | +8.1% |
| 6M | +17.6% | -34.3% | +51.9% | +20.2% |
| YTD | -3.4% | -57.3% | +53.9% | -0.6% |
| 1Y | -10.0% | -52.6% | +42.7% | -13.1% |
| All | -10.0% | -53.0% | +43.0% | -13.1% |
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 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