+84.9%
PR vs STLA
-74.3%
+159.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +1.5% |
| 7D | -9.5% | -4.9% | -4.6% | -8.8% |
| 30D | -5.7% | -4.9% | -0.8% | -5.2% |
| 3M | +3.0% | -23.7% | +26.6% | +7.0% |
| 6M | +11.8% | -45.0% | +56.8% | +22.6% |
| YTD | +58.5% | -60.9% | +119.4% | +86.5% |
| 1Y | +69.9% | -58.9% | +128.8% | +96.2% |
| 3Y | +84.9% | -74.4% | +159.3% | +120.8% |
| All | +84.9% | -74.3% | +159.2% | +120.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling