+67.9%
PPL vs STLA
-4.1%
+72.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | -0.4% | -13.8% | +13.4% | +1.6% |
| 30D | +2.6% | -10.5% | +13.2% | +4.0% |
| 3M | +0.8% | -28.9% | +29.7% | +5.1% |
| 6M | +1.4% | -49.7% | +51.2% | +10.8% |
| YTD | +4.3% | -64.9% | +69.2% | +19.0% |
| 1Y | +0.8% | -64.0% | +64.8% | +14.2% |
| 3Y | +57.9% | -77.4% | +135.3% | +88.9% |
| 5Y | +48.3% | -74.4% | +122.8% | +68.1% |
| All | +67.9% | -4.1% | +72.0% | +50.2% |
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