+3,306.4%
PG vs STRL
+19,294.4%
-15,988.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | -2.7% | +5.4% | -8.1% | -2.8% |
| 30D | -1.5% | -9.0% | +7.4% | -1.4% |
| 3M | -3.4% | -37.1% | +33.7% | -2.7% |
| 6M | -7.0% | +17.8% | -24.8% | -7.8% |
| YTD | +2.0% | +58.3% | -56.3% | +0.4% |
| 1Y | -6.5% | +61.0% | -67.5% | -8.1% |
| 3Y | +1.2% | +517.8% | -516.6% | -4.0% |
| 5Y | +12.8% | +2,119.0% | -2,106.2% | +3.8% |
| 10Y | +117.7% | +7,147.5% | -7,029.8% | +93.8% |
| All | +3,306.4% | +19,294.4% | -15,988.0% | +2,803.5% |
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 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