+119.6%
PM vs STRL
+484.5%
-364.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.8% | -7.7% | -1.8% |
| 7D | -4.9% | +3.4% | -8.3% | -4.8% |
| 30D | -3.4% | -9.2% | +5.9% | -3.6% |
| 3M | +5.2% | -51.0% | +56.2% | +4.1% |
| 6M | +3.7% | +15.8% | -12.1% | +3.6% |
| YTD | +15.8% | +58.9% | -43.1% | +16.5% |
| 1Y | +17.4% | +68.5% | -51.2% | +18.1% |
| All | +119.6% | +484.5% | -364.9% | +121.2% |
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