+49.6%
PFE vs STRL
+4,310.8%
-4,261.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +15.0% | -15.5% | -1.0% |
| 7D | -4.7% | -13.3% | +8.7% | -4.4% |
| 30D | +3.4% | -43.3% | +46.7% | +5.2% |
| 3M | +9.2% | -46.9% | +56.1% | +11.3% |
| 6M | +15.8% | -65.6% | +81.4% | +19.7% |
| YTD | +23.4% | -5.1% | +28.5% | +19.8% |
| 1Y | +25.8% | -23.1% | +48.9% | +23.3% |
| 3Y | +17.8% | +346.8% | -329.0% | -0.1% |
| 5Y | -20.2% | +907.2% | -927.4% | -38.4% |
| 10Y | +49.6% | +3,988.2% | -3,938.6% | +1.6% |
| All | +49.6% | +4,310.8% | -4,261.2% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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