+213.1%
PPL vs STLA
+263.8%
-50.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +2.7% | +2.6% | +0.1% | +2.4% |
| 30D | +0.5% | -1.2% | +1.7% | +0.5% |
| 3M | +0.7% | -24.8% | +25.4% | +3.2% |
| 6M | -7.6% | -25.6% | +18.0% | -5.4% |
| YTD | +1.8% | -48.9% | +50.8% | +7.6% |
| 1Y | -0.8% | -38.8% | +38.0% | +2.4% |
| 3Y | +56.9% | -64.5% | +121.4% | +68.8% |
| 5Y | +39.5% | -62.4% | +102.0% | +46.9% |
| 10Y | +55.4% | +55.4% | 0.0% | +43.2% |
| All | +213.1% | +263.8% | -50.7% | +195.0% |
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 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