+539.9%
STRL vs PNR
-11.7%
+551.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.6% | +5.9% | +5.0% |
| 7D | +10.1% | -3.0% | +13.1% | +12.3% |
| 30D | -8.2% | -14.9% | +6.7% | +2.2% |
| 3M | -43.7% | -19.0% | -24.7% | -36.8% |
| 6M | +27.1% | -35.9% | +63.0% | +74.2% |
| YTD | +64.0% | -43.1% | +107.1% | +143.6% |
| 1Y | +75.2% | -46.4% | +121.5% | +175.6% |
| 3Y | +539.9% | -10.8% | +550.7% | +603.3% |
| All | +539.9% | -11.7% | +551.6% | +603.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling