+12.5%
PG vs STRL
+2,094.8%
-2,082.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.0% |
| 7D | -3.4% | +8.2% | -11.6% | -3.3% |
| 30D | -2.6% | -6.3% | +3.7% | -2.7% |
| 3M | -3.3% | -41.2% | +37.9% | -3.8% |
| 6M | -6.7% | +20.4% | -27.1% | -7.0% |
| YTD | +1.7% | +61.7% | -59.9% | +1.9% |
| 1Y | -7.9% | +72.7% | -80.6% | -7.9% |
| 3Y | +0.9% | +530.9% | -530.0% | -2.5% |
| All | +12.5% | +2,094.8% | -2,082.3% | -4.1% |
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 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