+87.0%
PR vs STLA
-53.0%
+140.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.8% | -10.3% | -6.3% |
| 7D | -12.1% | -0.6% | -11.5% | -12.1% |
| 30D | +0.9% | +3.6% | -2.7% | +1.3% |
| 3M | +10.1% | -20.6% | +30.8% | +8.2% |
| 6M | +1.1% | -34.3% | +35.4% | -2.5% |
| YTD | +63.7% | -57.3% | +121.0% | +60.9% |
| 1Y | +87.0% | -52.6% | +139.7% | +85.8% |
| All | +87.0% | -53.0% | +140.0% | +85.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling