+15.8%
STRL vs PPG
-4.3%
+20.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.1% | +4.4% |
| 7D | +3.4% | -1.5% | +4.9% | +4.7% |
| 30D | -9.2% | -5.0% | -4.3% | -5.4% |
| 3M | -51.0% | +1.1% | -52.2% | -53.2% |
| 6M | +15.8% | -3.2% | +18.9% | +12.0% |
| All | +15.8% | -4.3% | +20.0% | +12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling