+1,968.2%
PFE vs STRL
+9,673.6%
-7,705.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -13.9% | +10.9% | -2.6% |
| 7D | -0.2% | -34.6% | +34.4% | +0.8% |
| 30D | +8.7% | -56.7% | +65.3% | +11.0% |
| 3M | +15.8% | -54.4% | +70.2% | +18.0% |
| 6M | +16.8% | -69.7% | +86.5% | +20.0% |
| YTD | +26.2% | -20.2% | +46.4% | +25.4% |
| 1Y | +29.9% | -40.6% | +70.5% | +30.1% |
| 3Y | +15.9% | +221.7% | -205.7% | +9.1% |
| 5Y | -20.6% | +799.0% | -819.6% | -27.9% |
| 10Y | +65.4% | +3,451.5% | -3,386.1% | +42.0% |
| All | +1,968.2% | +9,673.6% | -7,705.4% | +1,544.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling