+3,972.5%
PG vs STRL
+11,595.6%
-7,623.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.1% | +1.1% |
| 7D | +2.7% | +15.7% | -13.0% | +2.4% |
| 30D | +9.2% | -35.5% | +44.7% | +9.9% |
| 3M | +18.5% | -47.1% | +65.6% | +19.6% |
| 6M | +21.1% | -65.8% | +86.8% | +22.9% |
| YTD | +21.9% | -4.5% | +26.4% | +20.9% |
| 1Y | +18.1% | -10.5% | +28.6% | +17.2% |
| 3Y | +20.6% | +340.6% | -320.0% | +14.9% |
| 5Y | +31.8% | +911.0% | -879.2% | +22.9% |
| 10Y | +166.5% | +3,727.1% | -3,560.6% | +139.6% |
| All | +3,972.5% | +11,595.6% | -7,623.1% | +3,396.1% |
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 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