+799.0%
STRL vs PPL
+47.7%
+751.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.8% | -14.6% | -14.0% |
| 7D | -34.6% | +1.0% | -35.6% | -34.8% |
| 30D | -56.7% | +6.8% | -63.5% | -57.4% |
| 3M | -54.4% | +3.9% | -58.3% | -54.8% |
| 6M | -69.7% | -2.0% | -67.7% | -69.6% |
| YTD | -20.2% | +5.3% | -25.5% | -22.2% |
| 1Y | -40.6% | +2.2% | -42.7% | -41.4% |
| 3Y | +221.7% | +56.7% | +164.9% | +162.8% |
| 5Y | +799.0% | +49.1% | +749.9% | +625.1% |
| All | +799.0% | +47.7% | +751.3% | +625.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling