+19.5%
PFE vs STRL
-22.7%
+42.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.1% |
| 7D | -1.7% | +15.7% | -17.4% | -1.4% |
| 30D | +0.3% | -35.5% | +35.8% | -0.4% |
| 3M | +9.4% | -47.1% | +56.5% | +8.4% |
| 6M | +14.9% | -65.8% | +80.7% | +14.2% |
| YTD | +23.8% | -4.5% | +28.3% | +16.7% |
| 1Y | +19.5% | -10.5% | +30.0% | +13.1% |
| All | +19.5% | -22.7% | +42.2% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling