+1,968.2%
PFE vs STRL
+12,054.0%
-10,085.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | +0.2% |
| 7D | -3.0% | +7.1% | -10.1% | -3.2% |
| 30D | +5.2% | -39.4% | +44.6% | +6.4% |
| 3M | +12.2% | -43.0% | +55.2% | +13.6% |
| 6M | +17.8% | -65.0% | +82.8% | +20.5% |
| YTD | +26.2% | -0.8% | +27.0% | +24.6% |
| 1Y | +23.2% | -20.3% | +43.5% | +22.3% |
| 3Y | +21.3% | +356.5% | -335.2% | +13.1% |
| 5Y | -23.1% | +952.8% | -975.9% | -30.5% |
| 10Y | +50.7% | +3,877.1% | -3,826.4% | +28.9% |
| All | +1,968.2% | +12,054.0% | -10,085.8% | +1,533.9% |
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