+3,667.9%
STRL vs PBR
+585.8%
+3,082.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.4% |
| 7D | +15.7% | -1.0% | +16.7% | +15.8% |
| 30D | -35.5% | -29.3% | -6.2% | -30.0% |
| 3M | -47.1% | +5.5% | -52.7% | -48.3% |
| 6M | -65.8% | -2.9% | -62.9% | -66.0% |
| YTD | -4.5% | +61.5% | -66.0% | -17.3% |
| 1Y | -10.5% | +46.9% | -57.3% | -20.6% |
| 3Y | +340.6% | +66.4% | +274.2% | +270.7% |
| 5Y | +911.0% | +460.3% | +450.7% | +480.2% |
| All | +3,667.9% | +585.8% | +3,082.1% | +1,834.8% |
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