+117.4%
PM vs STRL
+2,010.6%
-1,893.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.8% | -7.7% | -1.9% |
| 7D | -4.9% | +3.4% | -8.3% | -4.9% |
| 30D | -3.4% | -9.2% | +5.9% | -3.4% |
| 3M | +5.2% | -51.0% | +56.2% | +5.6% |
| 6M | +3.7% | +15.8% | -12.1% | +2.2% |
| YTD | +15.8% | +58.9% | -43.1% | +13.4% |
| 1Y | +17.4% | +68.5% | -51.2% | +14.4% |
| 3Y | +116.9% | +485.2% | -368.3% | +95.0% |
| All | +117.4% | +2,010.6% | -1,893.2% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling