+1.6%
PG vs STRL
+546.4%
-544.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.4% | -3.8% | +1.8% |
| 7D | -0.8% | +5.0% | -5.8% | -0.6% |
| 30D | +0.8% | -6.9% | +7.7% | +0.6% |
| 3M | -1.3% | -39.1% | +37.7% | -2.5% |
| 6M | -3.8% | +21.5% | -25.3% | -3.0% |
| YTD | +3.6% | +66.9% | -63.3% | +6.3% |
| 1Y | -5.7% | +61.6% | -67.4% | -3.2% |
| 3Y | +1.6% | +560.0% | -558.4% | +8.5% |
| All | +1.6% | +546.4% | -544.8% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling