+223.8%
PPL vs STLA
+190.5%
+33.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.2% |
| 7D | +1.0% | -5.5% | +6.6% | +1.6% |
| 30D | +6.8% | -3.7% | +10.5% | +7.1% |
| 3M | +3.9% | -21.1% | +25.0% | +5.9% |
| 6M | -2.0% | -38.3% | +36.3% | +2.0% |
| YTD | +5.3% | -59.2% | +64.5% | +13.4% |
| 1Y | +2.2% | -56.7% | +58.9% | +9.2% |
| 3Y | +56.7% | -74.3% | +131.1% | +73.9% |
| 5Y | +49.1% | -70.2% | +119.3% | +60.2% |
| 10Y | +63.6% | +23.4% | +40.3% | +53.8% |
| All | +223.8% | +190.5% | +33.2% | +210.8% |
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