+6,906.6%
STRL vs PNR
+66.6%
+6,840.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.2% |
| 7D | +5.4% | -5.5% | +10.9% | +9.4% |
| 30D | -9.0% | -15.6% | +6.6% | +1.6% |
| 3M | -37.1% | -20.2% | -16.9% | -29.0% |
| 6M | +17.8% | -36.6% | +54.4% | +57.1% |
| YTD | +58.3% | -45.0% | +103.3% | +130.1% |
| 1Y | +61.0% | -47.4% | +108.5% | +142.5% |
| 3Y | +517.8% | -13.7% | +531.5% | +564.6% |
| 5Y | +2,119.0% | -20.8% | +2,139.8% | +2,376.0% |
| All | +6,906.6% | +66.6% | +6,840.1% | +4,581.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling