+31.0%
PG vs STRL
+906.9%
-875.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.1% | +1.0% |
| 7D | +2.7% | +15.7% | -13.0% | +3.0% |
| 30D | +9.2% | -35.5% | +44.7% | +8.4% |
| 3M | +18.5% | -47.1% | +65.6% | +17.3% |
| 6M | +21.1% | -65.8% | +86.8% | +19.4% |
| YTD | +21.9% | -4.5% | +26.4% | +21.2% |
| 1Y | +18.1% | -10.5% | +28.6% | +17.4% |
| 3Y | +20.6% | +340.6% | -320.0% | +15.1% |
| All | +31.0% | +906.9% | -875.8% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling