+354.5%
STRL vs PBR
+66.9%
+287.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.0% |
| 7D | +23.4% | -3.7% | +27.2% | +24.1% |
| 30D | -39.5% | -29.0% | -10.5% | -37.1% |
| 3M | -45.1% | +4.9% | -50.0% | -46.1% |
| 6M | -64.6% | -8.4% | -56.2% | -64.5% |
| YTD | -1.5% | +59.4% | -60.9% | -13.9% |
| 1Y | -20.8% | +45.5% | -66.3% | -29.4% |
| All | +354.5% | +66.9% | +287.5% | +291.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling