+835.7%
PM vs STRL
+1,406.7%
-570.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.1% |
| 7D | -5.2% | -26.9% | +21.7% | -3.1% |
| 30D | +2.7% | -52.7% | +55.4% | +8.5% |
| 3M | +5.2% | -52.8% | +58.1% | +10.9% |
| 6M | +17.0% | -71.5% | +88.5% | +27.2% |
| YTD | +25.5% | -17.4% | +42.9% | +20.8% |
| 1Y | +35.5% | -35.0% | +70.5% | +33.1% |
| 3Y | +143.9% | +239.2% | -95.3% | +90.7% |
| 5Y | +161.8% | +830.2% | -668.3% | +76.9% |
| 10Y | +235.9% | +3,574.7% | -3,338.8% | +79.2% |
| All | +835.7% | +1,406.7% | -570.9% | +376.8% |
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