+3,877.5%
STRL vs PPL
+65.3%
+3,812.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -19.8% | 0.0% | -19.9% | -19.9% |
| 30D | -43.6% | +4.3% | -47.8% | -44.9% |
| 3M | -45.2% | +2.9% | -48.1% | -46.1% |
| 6M | -65.7% | +1.1% | -66.8% | -66.3% |
| YTD | -5.4% | +4.5% | -9.9% | -9.0% |
| 1Y | -24.7% | +0.1% | -24.8% | -26.0% |
| 3Y | +335.0% | +55.7% | +279.3% | +230.5% |
| 5Y | +915.3% | +47.6% | +867.7% | +681.3% |
| 10Y | +3,877.5% | +66.8% | +3,810.6% | +2,443.2% |
| All | +3,877.5% | +65.3% | +3,812.1% | +2,443.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling