+3,541.4%
STRL vs PR
+62.9%
+3,478.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.9% | -9.0% | -13.1% |
| 7D | -34.6% | -16.5% | -18.1% | -32.6% |
| 30D | -56.7% | -4.5% | -52.1% | -56.3% |
| 3M | -54.4% | +8.5% | -63.0% | -55.0% |
| 6M | -69.7% | -3.3% | -66.4% | -69.6% |
| YTD | -20.2% | +55.7% | -75.9% | -25.9% |
| 1Y | -40.6% | +82.0% | -122.6% | -46.2% |
| 3Y | +221.7% | +62.5% | +159.2% | +194.7% |
| 5Y | +799.0% | +223.9% | +575.1% | +626.6% |
| All | +3,541.4% | +62.9% | +3,478.5% | +2,942.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling