-13.4%
PNR vs STLA
-66.8%
+53.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.5% |
| 7D | -3.9% | +0.4% | -4.3% | -4.0% |
| 30D | -13.8% | -5.2% | -8.6% | -12.9% |
| 3M | -22.5% | -24.9% | +2.3% | -18.0% |
| 6M | -37.2% | -25.2% | -12.0% | -33.7% |
| YTD | -44.2% | -51.4% | +7.2% | -35.9% |
| 1Y | -46.6% | -40.7% | -6.0% | -42.4% |
| All | -13.4% | -66.8% | +53.4% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling