+19,359.6%
STRL vs PPG
+1,801.5%
+17,558.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.1% | +5.0% |
| 7D | +3.4% | -1.5% | +4.9% | +4.1% |
| 30D | -9.2% | -5.0% | -4.3% | -7.2% |
| 3M | -51.0% | +1.1% | -52.2% | -51.6% |
| 6M | +15.8% | -3.2% | +18.9% | +17.3% |
| YTD | +58.9% | +11.9% | +47.0% | +50.9% |
| 1Y | +68.5% | +5.3% | +63.2% | +63.6% |
| 3Y | +485.2% | -15.0% | +500.2% | +518.3% |
| 5Y | +2,005.1% | -19.6% | +2,024.7% | +2,145.9% |
| 10Y | +7,118.0% | +27.0% | +7,090.9% | +6,297.0% |
| All | +19,359.6% | +1,801.5% | +17,558.1% | +11,049.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling