+239.2%
STRL vs PFG
+72.1%
+167.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.3% |
| 7D | -26.9% | -0.6% | -26.3% | -26.9% |
| 30D | -52.7% | +2.0% | -54.7% | -53.4% |
| 3M | -52.8% | -3.2% | -49.7% | -52.5% |
| 6M | -71.5% | +10.9% | -82.4% | -74.1% |
| YTD | -17.4% | +28.8% | -46.3% | -32.5% |
| 1Y | -35.0% | +39.2% | -74.1% | -49.6% |
| 3Y | +239.2% | +75.0% | +164.2% | +101.2% |
| All | +239.2% | +72.1% | +167.1% | +101.2% |
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 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