+232.4%
PM vs STRL
+3,580.1%
-3,347.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.0% |
| 7D | -5.2% | -26.9% | +21.7% | -4.0% |
| 30D | +2.7% | -52.7% | +55.4% | +6.2% |
| 3M | +6.1% | -52.8% | +59.0% | +9.5% |
| 6M | +18.0% | -71.5% | +89.5% | +24.5% |
| YTD | +26.6% | -17.4% | +44.0% | +21.7% |
| 1Y | +36.7% | -35.0% | +71.6% | +33.5% |
| 3Y | +146.0% | +239.2% | -93.2% | +95.2% |
| 5Y | +164.1% | +830.2% | -666.1% | +79.0% |
| All | +232.4% | +3,580.1% | -3,347.7% | +100.7% |
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 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