+6,906.6%
STRL vs PPG
+26.3%
+6,880.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -0.8% |
| 7D | +5.4% | -5.1% | +10.5% | +9.0% |
| 30D | -9.0% | -9.6% | +0.6% | -3.0% |
| 3M | -37.1% | -6.4% | -30.6% | -35.0% |
| 6M | +17.8% | +0.5% | +17.3% | +16.7% |
| YTD | +58.3% | +4.4% | +53.9% | +52.4% |
| 1Y | +61.0% | -0.9% | +61.9% | +59.2% |
| 3Y | +517.8% | -17.0% | +534.8% | +570.5% |
| 5Y | +2,119.0% | -23.7% | +2,142.7% | +2,375.2% |
| All | +6,906.6% | +26.3% | +6,880.3% | +5,658.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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