+952.8%
STRL vs PNR
+0.4%
+952.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.4% | +5.2% |
| 7D | +7.1% | -3.7% | +10.9% | +9.9% |
| 30D | -39.4% | +33.1% | -72.5% | -50.1% |
| 3M | -43.0% | +3.7% | -46.7% | -45.0% |
| 6M | -65.0% | -7.7% | -57.3% | -64.4% |
| YTD | -0.8% | -32.4% | +31.7% | +25.1% |
| 1Y | -20.3% | -35.0% | +14.7% | +3.4% |
| 3Y | +356.5% | +17.1% | +339.4% | +305.1% |
| 5Y | +952.8% | +0.1% | +952.7% | +899.2% |
| All | +952.8% | +0.4% | +952.4% | +899.2% |
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