+779.5%
PM vs STLA
+263.8%
+515.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.1% |
| 7D | -4.9% | +2.6% | -7.5% | -5.1% |
| 30D | -3.4% | -1.2% | -2.1% | -3.4% |
| 3M | +5.2% | -24.8% | +29.9% | +7.8% |
| 6M | +3.7% | -25.6% | +29.3% | +6.1% |
| YTD | +15.8% | -48.9% | +64.7% | +22.5% |
| 1Y | +17.4% | -38.8% | +56.1% | +21.1% |
| 3Y | +116.9% | -64.5% | +181.5% | +133.8% |
| 5Y | +117.3% | -62.4% | +179.8% | +129.4% |
| 10Y | +193.8% | +55.4% | +138.4% | +170.5% |
| All | +779.5% | +263.8% | +515.7% | +694.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling