+143.9%
PM vs STRL
+233.5%
-89.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -1.7% |
| 7D | -5.2% | -26.9% | +21.7% | -6.2% |
| 30D | +2.7% | -52.7% | +55.4% | +0.1% |
| 3M | +5.2% | -52.8% | +58.1% | +2.7% |
| 6M | +17.0% | -71.5% | +88.5% | +13.4% |
| YTD | +25.5% | -17.4% | +42.9% | +23.9% |
| 1Y | +35.5% | -35.0% | +70.5% | +33.2% |
| 3Y | +143.9% | +239.2% | -95.3% | +144.4% |
| All | +143.9% | +233.5% | -89.6% | +144.4% |
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