+234.7%
PM vs STLA
+21.0%
+213.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -7.3% | -6.4% | -0.9% | -6.5% |
| 30D | -4.0% | -1.3% | -2.7% | -4.0% |
| 3M | +2.7% | -19.9% | +22.7% | +5.3% |
| 6M | +14.9% | -42.9% | +57.7% | +22.7% |
| YTD | +23.5% | -59.4% | +82.9% | +37.5% |
| 1Y | +30.4% | -56.8% | +87.2% | +43.3% |
| 3Y | +143.2% | -73.1% | +216.3% | +181.2% |
| 5Y | +159.5% | -70.1% | +229.5% | +186.8% |
| 10Y | +234.7% | +19.8% | +214.9% | +227.8% |
| All | +234.7% | +21.0% | +213.6% | +227.8% |
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