+317.2%
PTC vs STLA
+21.0%
+296.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +0.8% | -6.4% | +7.2% | +2.6% |
| 30D | +0.7% | -1.3% | +2.1% | +0.6% |
| 3M | +32.6% | -19.9% | +52.5% | +40.3% |
| 6M | +33.6% | -42.9% | +76.5% | +54.4% |
| YTD | +12.4% | -59.4% | +71.8% | +40.6% |
| 1Y | +11.2% | -56.8% | +68.1% | +35.8% |
| 3Y | +31.7% | -73.1% | +104.7% | +78.2% |
| 5Y | +60.1% | -70.1% | +130.1% | +101.1% |
| 10Y | +317.2% | +19.8% | +297.4% | +273.5% |
| All | +317.2% | +21.0% | +296.2% | +273.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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