+169.5%
PR vs STLA
+37.7%
+131.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.1% |
| 7D | +2.9% | +2.6% | +0.3% | +1.8% |
| 30D | +18.0% | -1.2% | +19.3% | +18.1% |
| 3M | +16.9% | -24.8% | +41.6% | +28.4% |
| 6M | +28.2% | -25.6% | +53.8% | +38.6% |
| YTD | +69.3% | -48.9% | +118.3% | +108.0% |
| 1Y | +69.5% | -38.8% | +108.3% | +88.3% |
| 3Y | +81.7% | -64.5% | +146.2% | +141.9% |
| 5Y | +422.2% | -62.4% | +484.7% | +556.4% |
| 10Y | +110.4% | +55.4% | +55.0% | +114.7% |
| All | +169.5% | +37.7% | +131.8% | +177.4% |
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