+7,301.3%
STRL vs PBR
+648.5%
+6,652.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +8.2% | +0.3% | +7.9% | +8.1% |
| 30D | -6.3% | +17.5% | -23.8% | -10.1% |
| 3M | -41.2% | +20.9% | -62.1% | -44.0% |
| 6M | +20.4% | +20.2% | +0.1% | +13.6% |
| YTD | +61.7% | +84.3% | -22.6% | +37.0% |
| 1Y | +72.7% | +77.1% | -4.4% | +47.4% |
| 3Y | +530.9% | +100.8% | +430.1% | +410.9% |
| 5Y | +2,125.4% | +556.1% | +1,569.3% | +1,142.6% |
| 10Y | +7,301.3% | +676.1% | +6,625.3% | +3,475.4% |
| All | +7,301.3% | +648.5% | +6,652.8% | +3,475.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling