+1,869.2%
PFE vs STRL
+19,359.6%
-17,490.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -7.0% | -1.4% |
| 7D | +1.8% | +3.4% | -1.6% | +1.6% |
| 30D | +10.2% | -9.2% | +19.5% | +10.5% |
| 3M | +12.7% | -51.0% | +63.7% | +14.6% |
| 6M | +10.5% | +15.8% | -5.2% | +9.1% |
| YTD | +20.2% | +58.9% | -38.7% | +17.4% |
| 1Y | +24.1% | +68.5% | -44.5% | +20.8% |
| 3Y | -3.6% | +485.2% | -488.8% | -10.5% |
| 5Y | -20.9% | +2,005.1% | -2,026.0% | -29.7% |
| 10Y | +35.8% | +7,118.0% | -7,082.1% | +14.6% |
| All | +1,869.2% | +19,359.6% | -17,490.4% | +1,439.9% |
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