+274.7%
PNR vs STLA
+263.8%
+10.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | -2.4% | +2.6% | -5.0% | -3.0% |
| 30D | -12.8% | -1.2% | -11.5% | -12.6% |
| 3M | -17.0% | -24.8% | +7.8% | -11.6% |
| 6M | -37.4% | -25.6% | -11.9% | -33.4% |
| YTD | -41.6% | -48.9% | +7.3% | -32.8% |
| 1Y | -44.6% | -38.8% | -5.9% | -39.6% |
| 3Y | -12.1% | -64.5% | +52.4% | +6.3% |
| 5Y | -17.4% | -62.4% | +45.0% | -3.2% |
| 10Y | +64.0% | +55.4% | +8.6% | +43.1% |
| All | +274.7% | +263.8% | +10.9% | +224.5% |
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