-20.3%
STRL vs PPL
-1.1%
-19.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +4.6% |
| 7D | +7.1% | -1.0% | +8.1% | +6.8% |
| 30D | -39.4% | +3.0% | -42.4% | -38.9% |
| 3M | -43.0% | +1.1% | -44.1% | -42.9% |
| 6M | -65.0% | -0.8% | -64.2% | -64.9% |
| YTD | -0.8% | +3.5% | -4.2% | -6.9% |
| 1Y | -20.3% | -0.9% | -19.4% | -18.6% |
| All | -20.3% | -1.1% | -19.1% | -18.6% |
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