+47.1%
PPL vs STLA
-74.6%
+121.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | -0.4% | -13.8% | +13.4% | +0.7% |
| 30D | +2.6% | -10.5% | +13.2% | +3.4% |
| 3M | +0.8% | -28.9% | +29.7% | +3.1% |
| 6M | +1.4% | -49.7% | +51.2% | +6.4% |
| YTD | +4.3% | -64.9% | +69.2% | +12.2% |
| 1Y | +0.8% | -64.0% | +64.8% | +8.0% |
| 3Y | +57.9% | -77.4% | +135.3% | +77.4% |
| All | +47.1% | -74.6% | +121.7% | +52.6% |
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