-25.9%
STRL vs PBR
+74.7%
-100.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -7.0% | -14.5% | -21.2% |
| 7D | -27.1% | -11.0% | -16.1% | -27.0% |
| 30D | -45.8% | -18.8% | -27.0% | -46.1% |
| 3M | -47.6% | +7.8% | -55.5% | -48.1% |
| 6M | -46.4% | -7.6% | -38.8% | -47.0% |
| YTD | -7.4% | +72.7% | -80.0% | -23.4% |
| 1Y | -25.9% | +72.9% | -98.8% | -38.9% |
| All | -25.9% | +74.7% | -100.6% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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