+75.8%
PR vs STLA
-56.7%
+132.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -16.4% | -4.5% | -11.9% | -16.6% |
| 30D | -1.9% | -3.9% | +2.0% | -2.0% |
| 3M | +8.0% | -20.2% | +28.1% | +6.4% |
| 6M | +4.1% | -42.2% | +46.3% | -0.2% |
| YTD | +58.7% | -59.3% | +118.0% | +58.0% |
| 1Y | +75.8% | -56.1% | +131.9% | +74.5% |
| All | +75.8% | -56.7% | +132.5% | +74.5% |
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