+45,023.7%
STRL vs PBR
+1,797.5%
+43,226.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.9% | +7.7% | +6.2% |
| 7D | +3.4% | +8.6% | -5.2% | +1.2% |
| 30D | -9.2% | +12.8% | -22.0% | -12.1% |
| 3M | -51.0% | +14.7% | -65.7% | -52.8% |
| 6M | +15.8% | +25.2% | -9.4% | +8.2% |
| YTD | +58.9% | +77.1% | -18.3% | +36.2% |
| 1Y | +68.5% | +69.6% | -1.0% | +45.7% |
| 3Y | +485.2% | +95.6% | +389.6% | +378.7% |
| 5Y | +2,005.1% | +501.8% | +1,503.4% | +1,137.0% |
| 10Y | +7,118.0% | +640.6% | +6,477.4% | +3,441.2% |
| All | +45,023.7% | +1,797.5% | +43,226.2% | +18,772.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling