+147.8%
PR vs STLA
+10.0%
+137.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.3% | -3.2% |
| 7D | -16.5% | -5.5% | -11.0% | -15.0% |
| 30D | -4.5% | -3.7% | -0.8% | -4.0% |
| 3M | +8.5% | -21.1% | +29.7% | +16.4% |
| 6M | -3.3% | -38.3% | +35.0% | +11.8% |
| YTD | +55.7% | -59.2% | +114.9% | +105.1% |
| 1Y | +82.0% | -56.7% | +138.7% | +132.2% |
| 3Y | +62.5% | -74.3% | +136.8% | +143.8% |
| 5Y | +223.9% | -70.2% | +294.1% | +337.8% |
| 10Y | +64.2% | +23.4% | +40.9% | +79.9% |
| All | +147.8% | +10.0% | +137.8% | +173.5% |
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 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