-25.9%
STRL vs PR
+87.5%
-113.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -6.5% | -14.9% | -21.8% |
| 7D | -27.1% | -12.1% | -14.9% | -28.1% |
| 30D | -45.8% | +0.9% | -46.7% | -45.1% |
| 3M | -47.6% | +10.1% | -57.8% | -46.1% |
| 6M | -46.4% | +1.1% | -47.5% | -47.0% |
| YTD | -7.4% | +63.7% | -71.0% | +11.7% |
| 1Y | -25.9% | +87.0% | -112.9% | -2.7% |
| All | -25.9% | +87.5% | -113.3% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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