-35.0%
STRL vs PPL
+1.2%
-36.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.0% | +3.3% |
| 7D | -26.9% | +0.4% | -27.3% | -26.8% |
| 30D | -52.7% | +5.4% | -58.1% | -52.0% |
| 3M | -52.8% | +4.3% | -57.1% | -52.3% |
| 6M | -71.5% | -1.3% | -70.1% | -71.3% |
| YTD | -17.4% | +4.7% | -22.1% | -22.3% |
| 1Y | -35.0% | +1.3% | -36.2% | -34.2% |
| All | -35.0% | +1.2% | -36.2% | -34.2% |
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 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