+234.7%
PM vs STRL
+4,310.8%
-4,076.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +15.0% | -17.4% | -3.1% |
| 7D | -7.3% | -13.3% | +6.1% | -6.9% |
| 30D | -4.0% | -43.3% | +39.3% | -1.6% |
| 3M | +2.7% | -46.9% | +49.6% | +5.4% |
| 6M | +14.9% | -65.6% | +80.4% | +20.1% |
| YTD | +23.5% | -5.1% | +28.6% | +17.8% |
| 1Y | +30.4% | -23.1% | +53.4% | +26.1% |
| 3Y | +143.2% | +346.8% | -203.6% | +87.9% |
| 5Y | +159.5% | +907.2% | -747.7% | +74.8% |
| 10Y | +234.7% | +3,988.2% | -3,753.5% | +84.5% |
| All | +234.7% | +4,310.8% | -4,076.1% | +84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling