+2,393.1%
PWR vs STLA
+51.6%
+2,341.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -0.2% | -3.8% | +3.6% | +0.9% |
| 30D | -7.7% | -3.1% | -4.6% | -7.3% |
| 3M | -4.9% | -19.6% | +14.7% | +0.6% |
| 6M | +9.7% | -23.5% | +33.2% | +16.9% |
| YTD | +46.7% | -51.5% | +98.2% | +76.1% |
| 1Y | +58.7% | -39.7% | +98.4% | +74.3% |
| 3Y | +200.7% | -66.3% | +267.0% | +286.6% |
| 5Y | +438.6% | -63.1% | +501.7% | +542.6% |
| All | +2,393.1% | +51.6% | +2,341.5% | +1,788.2% |
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