+1,796.7%
PWR vs STLA
+12.4%
+1,784.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -0.3% |
| 7D | -11.2% | -4.9% | -6.3% | -9.9% |
| 30D | -17.4% | -4.9% | -12.5% | -16.5% |
| 3M | -11.7% | -23.7% | +11.9% | -5.5% |
| 6M | -21.7% | -45.0% | +23.3% | -7.9% |
| YTD | +38.3% | -60.9% | +99.2% | +76.0% |
| 1Y | +29.6% | -58.9% | +88.5% | +61.4% |
| 3Y | +236.1% | -74.4% | +310.6% | +370.2% |
| 5Y | +406.3% | -71.5% | +477.9% | +553.3% |
| 10Y | +1,796.7% | +5.3% | +1,791.5% | +1,423.5% |
| All | +1,796.7% | +12.4% | +1,784.4% | +1,423.5% |
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 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