-20.3%
STRL vs PNC
+28.8%
-49.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.7% |
| 7D | +7.1% | -0.6% | +7.7% | +7.9% |
| 30D | -39.4% | +5.8% | -45.2% | -41.8% |
| 3M | -43.0% | -7.9% | -35.1% | -39.0% |
| 6M | -65.0% | +10.0% | -75.0% | -68.6% |
| YTD | -0.8% | +14.8% | -15.6% | -16.4% |
| 1Y | -20.3% | +29.7% | -50.0% | -38.6% |
| All | -20.3% | +28.8% | -49.1% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 1y: compounded portfolio wealth divided by compounded PNC 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…
1y analysis · Full analysis span regression · 6 months rolling