+21,884.3%
STRL vs PFG
+960.1%
+20,924.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.1% |
| 7D | -26.9% | -0.6% | -26.3% | -27.0% |
| 30D | -52.7% | +2.0% | -54.7% | -53.2% |
| 3M | -52.8% | -3.2% | -49.7% | -52.6% |
| 6M | -71.5% | +10.9% | -82.4% | -73.1% |
| YTD | -17.4% | +28.8% | -46.3% | -26.4% |
| 1Y | -35.0% | +39.2% | -74.1% | -43.8% |
| 3Y | +239.2% | +75.0% | +164.2% | +168.2% |
| 5Y | +830.2% | +91.9% | +738.2% | +605.6% |
| 10Y | +3,574.7% | +202.3% | +3,372.4% | +2,228.7% |
| All | +21,884.3% | +960.1% | +20,924.2% | +10,615.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling