+2,125.4%
STRL vs PNR
-20.5%
+2,145.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.2% |
| 7D | +8.2% | -3.9% | +12.1% | +10.9% |
| 30D | -6.3% | -13.8% | +7.5% | +2.7% |
| 3M | -41.2% | -22.5% | -18.7% | -32.4% |
| 6M | +20.4% | -37.2% | +57.5% | +61.0% |
| YTD | +61.7% | -44.2% | +105.9% | +131.9% |
| 1Y | +72.7% | -46.6% | +119.4% | +156.8% |
| 3Y | +530.9% | -12.5% | +543.4% | +582.1% |
| 5Y | +2,125.4% | -19.3% | +2,144.7% | +2,262.3% |
| All | +2,125.4% | -20.5% | +2,145.9% | +2,262.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling