+2,133.0%
STRL vs PNC
+52.4%
+2,080.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.9% |
| 7D | +10.1% | +2.3% | +7.8% | +8.6% |
| 30D | -8.2% | -3.8% | -4.4% | -6.0% |
| 3M | -43.7% | +7.8% | -51.5% | -46.4% |
| 6M | +27.1% | +19.7% | +7.4% | +14.3% |
| YTD | +64.0% | +19.1% | +44.9% | +47.4% |
| 1Y | +75.2% | +23.1% | +52.0% | +54.3% |
| 3Y | +539.9% | +132.1% | +407.8% | +295.4% |
| 5Y | +2,133.0% | +52.2% | +2,080.8% | +1,586.2% |
| All | +2,133.0% | +52.4% | +2,080.6% | +1,586.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling