+72.7%
STRL vs PBR
+77.1%
-4.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | +8.2% | +0.3% | +7.9% | +8.2% |
| 30D | -6.3% | +17.5% | -23.8% | -7.3% |
| 3M | -41.2% | +20.9% | -62.1% | -41.6% |
| 6M | +20.4% | +20.2% | +0.1% | +12.1% |
| YTD | +61.7% | +84.3% | -22.6% | +35.2% |
| 1Y | +72.7% | +77.1% | -4.4% | +44.5% |
| All | +72.7% | +77.1% | -4.4% | +44.5% |
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