+11,595.6%
STRL vs PNR
+3,063.1%
+8,532.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | +15.7% | +0.3% | +15.4% | +15.7% |
| 30D | -35.5% | +31.7% | -67.2% | -42.9% |
| 3M | -47.1% | +2.6% | -49.8% | -48.3% |
| 6M | -65.8% | -6.4% | -59.4% | -65.8% |
| YTD | -4.5% | -33.4% | +28.9% | +9.6% |
| 1Y | -10.5% | -35.1% | +24.6% | +3.7% |
| 3Y | +340.6% | +17.1% | +323.5% | +310.3% |
| 5Y | +911.0% | -3.5% | +914.6% | +905.3% |
| 10Y | +3,727.1% | +100.2% | +3,626.9% | +2,819.6% |
| All | +11,595.6% | +3,063.1% | +8,532.5% | +5,115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling