+7,161.0%
STRL vs PPL
+54.8%
+7,106.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.4% | +2.7% | +0.7% | +2.2% |
| 30D | -9.2% | +0.5% | -9.7% | -9.4% |
| 3M | -51.0% | +0.7% | -51.7% | -51.5% |
| 6M | +15.8% | -7.6% | +23.4% | +18.7% |
| YTD | +58.9% | +1.8% | +57.0% | +55.3% |
| 1Y | +68.5% | -0.8% | +69.3% | +66.5% |
| 3Y | +485.2% | +56.9% | +428.3% | +342.6% |
| 5Y | +2,005.1% | +39.5% | +1,965.6% | +1,580.3% |
| All | +7,161.0% | +54.8% | +7,106.2% | +5,100.5% |
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