+268.2%
PM vs STLA
-3.1%
+271.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.1% | +6.2% | +1.0% |
| 7D | -2.4% | -13.1% | +10.7% | -0.6% |
| 30D | -1.3% | -13.3% | +11.9% | +0.3% |
| 3M | +6.5% | -27.9% | +34.4% | +10.7% |
| 6M | +7.0% | -47.8% | +54.8% | +15.8% |
| YTD | +25.8% | -64.6% | +90.4% | +42.7% |
| 1Y | +30.9% | -64.0% | +94.9% | +47.8% |
| 3Y | +148.0% | -76.8% | +224.8% | +193.5% |
| 5Y | +161.2% | -74.2% | +235.3% | +195.0% |
| All | +268.2% | -3.1% | +271.3% | +253.2% |
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