+162.6%
PM vs STLA
-74.6%
+237.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | +0.5% | -13.8% | +14.3% | +1.5% |
| 30D | -3.2% | -10.5% | +7.3% | -2.6% |
| 3M | +6.2% | -28.9% | +35.1% | +8.5% |
| 6M | +7.7% | -49.7% | +57.4% | +12.7% |
| YTD | +27.3% | -64.9% | +92.2% | +36.8% |
| 1Y | +32.8% | -64.0% | +96.8% | +42.2% |
| 3Y | +150.0% | -77.4% | +227.4% | +180.9% |
| All | +162.6% | -74.6% | +237.1% | +179.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling