+3,988.2%
STRL vs PFG
+203.0%
+3,785.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +4.0% | +10.9% | +12.5% |
| 7D | -13.3% | +2.3% | -15.6% | -14.8% |
| 30D | -43.3% | +7.6% | -50.9% | -46.0% |
| 3M | -46.9% | +2.5% | -49.4% | -48.2% |
| 6M | -65.6% | +16.6% | -82.2% | -69.6% |
| YTD | -5.1% | +34.1% | -39.1% | -23.1% |
| 1Y | -23.1% | +44.1% | -67.1% | -40.5% |
| 3Y | +346.8% | +86.3% | +260.6% | +190.4% |
| 5Y | +907.2% | +101.6% | +805.6% | +506.8% |
| 10Y | +3,988.2% | +197.9% | +3,790.3% | +1,711.2% |
| All | +3,988.2% | +203.0% | +3,785.2% | +1,711.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling