+763.1%
PM vs STRL
+2,799.2%
-2,036.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.8% | -7.7% | -2.4% |
| 7D | -4.9% | +3.4% | -8.3% | -5.2% |
| 30D | -3.4% | -9.2% | +5.9% | -2.8% |
| 3M | +5.2% | -51.0% | +56.2% | +10.7% |
| 6M | +3.7% | +15.8% | -12.1% | -1.3% |
| YTD | +15.8% | +58.9% | -43.1% | +6.5% |
| 1Y | +17.4% | +68.5% | -51.2% | +6.2% |
| 3Y | +116.9% | +485.2% | -368.3% | +64.0% |
| 5Y | +117.3% | +2,005.1% | -1,887.8% | +37.2% |
| 10Y | +193.8% | +7,118.0% | -6,924.2% | +49.0% |
| All | +763.1% | +2,799.2% | -2,036.1% | +320.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling