+31.4%
PWR vs STRL
-26.3%
+57.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +15.0% | -5.6% | +3.9% |
| 7D | -4.8% | -13.3% | +8.6% | -0.2% |
| 30D | -16.2% | -43.3% | +27.1% | +0.5% |
| 3M | -11.9% | -46.9% | +34.9% | +7.5% |
| 6M | -20.6% | -65.6% | +45.0% | +7.4% |
| YTD | +40.3% | -5.1% | +45.3% | +26.2% |
| All | +31.4% | -26.3% | +57.7% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling