+340.6%
STRL vs PFG
+82.7%
+258.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.3% |
| 7D | +15.7% | +2.4% | +13.3% | +14.4% |
| 30D | -35.5% | +5.9% | -41.3% | -37.5% |
| 3M | -47.1% | -0.4% | -46.7% | -47.4% |
| 6M | -65.8% | +14.8% | -80.6% | -69.5% |
| YTD | -4.5% | +31.9% | -36.4% | -22.4% |
| 1Y | -10.5% | +38.8% | -49.3% | -29.7% |
| 3Y | +340.6% | +82.4% | +258.2% | +198.1% |
| All | +340.6% | +82.7% | +258.0% | +198.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling