+17.0%
PG vs STRL
-30.1%
+47.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -21.5% | +24.7% | +2.3% |
| 7D | +5.7% | -27.1% | +32.8% | +4.6% |
| 30D | +15.4% | -45.8% | +61.2% | +13.3% |
| 3M | +13.8% | -47.6% | +61.4% | +11.7% |
| 6M | +18.3% | -46.4% | +64.7% | +14.7% |
| YTD | +20.1% | -7.4% | +27.5% | +21.1% |
| 1Y | +17.0% | -25.9% | +42.8% | +16.1% |
| All | +17.0% | -30.1% | +47.1% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling