+46.4%
PPL vs STLA
-74.2%
+120.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | 0.0% |
| 7D | -2.2% | -13.1% | +10.9% | -1.2% |
| 30D | +1.7% | -13.3% | +14.9% | +2.6% |
| 3M | +0.1% | -27.9% | +28.0% | +2.3% |
| 6M | -1.5% | -47.8% | +46.3% | +3.0% |
| YTD | +3.0% | -64.6% | +67.5% | +10.7% |
| 1Y | -1.4% | -64.0% | +62.6% | +5.6% |
| 3Y | +53.5% | -76.8% | +130.3% | +71.7% |
| 5Y | +46.4% | -74.2% | +120.6% | +51.9% |
| All | +46.4% | -74.2% | +120.6% | +51.9% |
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