+62.8%
PNR vs STLA
+55.1%
+7.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.5% | -1.0% |
| 7D | -6.0% | -2.9% | -3.2% | -5.1% |
| 30D | -14.0% | +0.9% | -14.9% | -14.4% |
| 3M | -21.7% | -21.6% | -0.1% | -15.8% |
| 6M | -37.3% | -21.6% | -15.6% | -33.0% |
| YTD | -45.1% | -50.4% | +5.3% | -32.9% |
| 1Y | -49.1% | -43.6% | -5.6% | -41.3% |
| 3Y | -14.8% | -66.4% | +51.6% | +12.4% |
| 5Y | -21.0% | -62.3% | +41.3% | -3.5% |
| All | +62.8% | +55.1% | +7.8% | +24.6% |
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