+46.2%
PFE vs STRL
+3,927.3%
-3,881.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -0.7% | -19.8% | +19.1% | -0.1% |
| 30D | +5.3% | -43.6% | +48.9% | +7.2% |
| 3M | +10.1% | -45.2% | +55.3% | +12.0% |
| 6M | +18.0% | -65.7% | +83.8% | +21.9% |
| YTD | +25.8% | -5.4% | +31.3% | +22.1% |
| 1Y | +28.4% | -24.7% | +53.1% | +26.0% |
| 3Y | +20.9% | +335.0% | -314.1% | +2.8% |
| 5Y | -21.5% | +915.3% | -936.8% | -39.3% |
| 10Y | +46.2% | +3,877.5% | -3,831.3% | +1.8% |
| All | +46.2% | +3,927.3% | -3,881.0% | +1.8% |
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