+65.2%
PR vs STLA
+18.3%
+46.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -16.4% | -4.5% | -11.9% | -15.1% |
| 30D | -1.9% | -3.9% | +2.0% | -1.2% |
| 3M | +8.0% | -20.2% | +28.1% | +15.8% |
| 6M | +4.1% | -42.2% | +46.3% | +25.3% |
| YTD | +58.7% | -59.3% | +118.0% | +113.5% |
| 1Y | +75.8% | -56.1% | +131.9% | +126.7% |
| 3Y | +73.2% | -73.7% | +146.8% | +164.1% |
| 5Y | +230.1% | -70.3% | +300.4% | +354.4% |
| All | +65.2% | +18.3% | +46.8% | +70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling