+2,133.0%
STRL vs PBR
+527.8%
+1,605.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +2.7% |
| 7D | +10.1% | +2.5% | +7.6% | +9.7% |
| 30D | -8.2% | +19.4% | -27.6% | -10.8% |
| 3M | -43.7% | +20.8% | -64.5% | -45.4% |
| 6M | +27.1% | +23.5% | +3.6% | +21.5% |
| YTD | +64.0% | +83.4% | -19.4% | +46.3% |
| 1Y | +75.2% | +77.6% | -2.4% | +56.8% |
| 3Y | +539.9% | +99.9% | +440.1% | +455.1% |
| 5Y | +2,133.0% | +567.7% | +1,565.3% | +1,385.2% |
| All | +2,133.0% | +527.8% | +1,605.2% | +1,385.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling