-21.5%
PFE vs STRL
+779.4%
-800.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -1.6% |
| 7D | -3.7% | -26.9% | +23.2% | -3.9% |
| 30D | +5.0% | -52.7% | +57.6% | +4.7% |
| 3M | +12.2% | -52.8% | +65.0% | +11.9% |
| 6M | +14.6% | -71.5% | +86.1% | +14.7% |
| YTD | +24.1% | -17.4% | +41.6% | +22.2% |
| 1Y | +26.6% | -35.0% | +61.5% | +24.8% |
| 3Y | +14.3% | +239.2% | -224.9% | +7.6% |
| All | -21.5% | +779.4% | -800.8% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling