+64.4%
PPL vs STLA
+21.0%
+43.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.2% | -6.4% | +5.1% | -0.4% |
| 30D | +4.2% | -1.3% | +5.6% | +4.2% |
| 3M | +1.5% | -19.9% | +21.4% | +4.2% |
| 6M | +1.0% | -42.9% | +43.9% | +8.4% |
| YTD | +4.4% | -59.4% | +63.8% | +16.6% |
| 1Y | +0.8% | -56.8% | +57.6% | +11.2% |
| 3Y | +56.5% | -73.1% | +129.5% | +81.9% |
| 5Y | +47.7% | -70.1% | +117.7% | +63.5% |
| 10Y | +64.4% | +19.8% | +44.6% | +47.0% |
| All | +64.4% | +21.0% | +43.4% | +47.0% |
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