+27,874.5%
STRL vs PBR
+1,607.0%
+26,267.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | +23.4% | -3.7% | +27.2% | +24.5% |
| 30D | -39.5% | -29.0% | -10.5% | -34.4% |
| 3M | -45.1% | +4.9% | -50.0% | -46.2% |
| 6M | -64.6% | -8.4% | -56.2% | -64.3% |
| YTD | -1.5% | +59.4% | -60.9% | -13.9% |
| 1Y | -20.8% | +45.5% | -66.3% | -29.2% |
| 3Y | +353.1% | +67.4% | +285.7% | +283.5% |
| 5Y | +942.9% | +453.0% | +489.9% | +524.6% |
| 10Y | +3,847.6% | +555.9% | +3,291.7% | +1,894.5% |
| All | +27,874.5% | +1,607.0% | +26,267.5% | +11,829.1% |
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