-2.5%
PFE vs STRL
+484.5%
-487.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -7.0% | -1.2% |
| 7D | +1.8% | +3.4% | -1.6% | +1.8% |
| 30D | +10.2% | -9.2% | +19.5% | +10.1% |
| 3M | +12.7% | -51.0% | +63.7% | +12.4% |
| 6M | +10.5% | +15.8% | -5.2% | +10.2% |
| YTD | +20.2% | +58.9% | -38.7% | +20.1% |
| 1Y | +24.1% | +68.5% | -44.5% | +24.3% |
| All | -2.5% | +484.5% | -487.0% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling