+17.0%
PM vs STRL
-69.0%
+86.0%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -1.4% |
| 7D | -5.2% | -26.9% | +21.7% | -8.4% |
| 30D | +2.7% | -52.7% | +55.4% | -6.4% |
| 3M | +5.2% | -52.8% | +58.1% | -3.7% |
| 6M | +17.0% | -71.5% | +88.5% | +2.2% |
| All | +17.0% | -69.0% | +86.0% | +2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling