+68.5%
STRL vs PPL
-0.5%
+69.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.4% | +2.7% | +0.7% | +4.1% |
| 30D | -9.2% | +0.5% | -9.7% | -9.0% |
| 3M | -51.0% | +0.7% | -51.7% | -50.8% |
| 6M | +15.8% | -7.6% | +23.4% | +15.4% |
| YTD | +58.9% | +1.8% | +57.0% | +53.2% |
| 1Y | +68.5% | -0.8% | +69.3% | +66.7% |
| All | +68.5% | -0.5% | +69.1% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling