+9,673.6%
STRL vs PPL
+1,894.6%
+7,779.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.8% | -14.6% | -14.1% |
| 7D | -34.6% | +1.0% | -35.6% | -34.9% |
| 30D | -56.7% | +6.8% | -63.5% | -57.6% |
| 3M | -54.4% | +3.9% | -58.3% | -55.0% |
| 6M | -69.7% | -2.0% | -67.7% | -69.7% |
| YTD | -20.2% | +5.3% | -25.5% | -22.1% |
| 1Y | -40.6% | +2.2% | -42.7% | -41.4% |
| 3Y | +221.7% | +56.7% | +164.9% | +176.1% |
| 5Y | +799.0% | +49.1% | +749.9% | +680.4% |
| 10Y | +3,451.5% | +63.6% | +3,387.8% | +2,877.4% |
| All | +9,673.6% | +1,894.6% | +7,779.0% | +7,502.4% |
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