+19,359.6%
STRL vs PPL
+1,829.3%
+17,530.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.4% | +2.7% | +0.7% | +2.6% |
| 30D | -9.2% | +0.5% | -9.7% | -9.3% |
| 3M | -51.0% | +0.7% | -51.7% | -51.3% |
| 6M | +15.8% | -7.6% | +23.4% | +17.6% |
| YTD | +58.9% | +1.8% | +57.0% | +56.9% |
| 1Y | +68.5% | -0.8% | +69.3% | +67.5% |
| 3Y | +485.2% | +56.9% | +428.3% | +402.5% |
| 5Y | +2,005.1% | +39.5% | +1,965.6% | +1,765.5% |
| 10Y | +7,118.0% | +55.4% | +7,062.6% | +6,045.1% |
| All | +19,359.6% | +1,829.3% | +17,530.3% | +15,209.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling