+7,282.2%
STRL vs PFG
+246.6%
+7,035.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.5% | +7.3% | +6.7% |
| 7D | +3.4% | +5.5% | -2.1% | -0.3% |
| 30D | -9.2% | +2.4% | -11.6% | -10.9% |
| 3M | -51.0% | +13.6% | -64.6% | -55.6% |
| 6M | +15.8% | +27.9% | -12.1% | -2.3% |
| YTD | +58.9% | +35.6% | +23.3% | +28.5% |
| 1Y | +68.5% | +48.5% | +20.1% | +28.5% |
| 3Y | +485.2% | +66.9% | +418.3% | +310.0% |
| 5Y | +2,005.1% | +111.0% | +1,894.2% | +1,138.2% |
| All | +7,282.2% | +246.6% | +7,035.6% | +2,735.3% |
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