+2,125.4%
STRL vs PPG
-20.0%
+2,145.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | 0.0% |
| 7D | +8.2% | -3.7% | +11.9% | +10.6% |
| 30D | -6.3% | -7.2% | +0.9% | -2.2% |
| 3M | -41.2% | -7.3% | -33.9% | -39.0% |
| 6M | +20.4% | +0.3% | +20.1% | +19.2% |
| YTD | +61.7% | +6.5% | +55.2% | +54.4% |
| 1Y | +72.7% | +0.5% | +72.2% | +69.6% |
| 3Y | +530.9% | -15.3% | +546.2% | +567.5% |
| 5Y | +2,125.4% | -22.9% | +2,148.3% | +2,354.5% |
| All | +2,125.4% | -20.0% | +2,145.4% | +2,354.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling