+146.7%
PM vs STRL
+358.3%
-211.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.9% | +1.3% |
| 7D | -7.1% | +7.1% | -14.2% | -6.7% |
| 30D | -2.8% | -39.4% | +36.6% | -4.3% |
| 3M | +6.3% | -43.0% | +49.3% | +4.6% |
| 6M | +9.6% | -65.0% | +74.6% | +7.0% |
| YTD | +25.6% | -0.8% | +26.4% | +24.9% |
| 1Y | +29.7% | -20.3% | +49.9% | +28.4% |
| All | +146.7% | +358.3% | -211.6% | +142.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling