-20.8%
PNR vs STLA
-63.7%
+42.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -5.5% | -3.8% | -1.7% | -4.4% |
| 30D | -15.6% | -3.1% | -12.4% | -14.9% |
| 3M | -20.2% | -19.6% | -0.6% | -15.6% |
| 6M | -36.6% | -23.5% | -13.1% | -32.4% |
| YTD | -45.0% | -51.5% | +6.5% | -33.8% |
| 1Y | -47.4% | -39.7% | -7.8% | -42.0% |
| 3Y | -13.7% | -66.3% | +52.6% | +9.7% |
| 5Y | -20.8% | -63.1% | +42.3% | -9.8% |
| All | -20.8% | -63.7% | +42.9% | -9.8% |
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 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