+15.8%
STRL vs PBR
+24.8%
-9.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.9% | +7.7% | +5.5% |
| 7D | +3.4% | +8.6% | -5.2% | +4.4% |
| 30D | -9.2% | +12.8% | -22.0% | -7.9% |
| 3M | -51.0% | +14.7% | -65.7% | -49.8% |
| 6M | +15.8% | +25.2% | -9.4% | -1.5% |
| All | +15.8% | +24.8% | -9.0% | -1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling