+565.8%
PLTR vs STRL
+2,093.0%
-1,527.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -3.1% |
| 7D | -5.3% | +10.1% | -15.5% | -7.6% |
| 30D | -1.0% | -8.2% | +7.2% | +0.6% |
| 3M | +24.8% | -43.7% | +68.5% | +39.5% |
| 6M | +8.4% | +27.1% | -18.7% | -16.3% |
| YTD | -4.2% | +64.0% | -68.2% | -34.5% |
| 1Y | +9.1% | +75.2% | -66.1% | -28.7% |
| 3Y | +1,025.6% | +539.9% | +485.7% | +296.1% |
| 5Y | +565.8% | +2,133.0% | -1,567.2% | +18.7% |
| All | +565.8% | +2,093.0% | -1,527.3% | +18.7% |
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