+28.9%
PTC vs STLA
-75.4%
+104.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.3% |
| 7D | +0.5% | -11.6% | +12.1% | +2.4% |
| 30D | +0.9% | -6.2% | +7.1% | +1.6% |
| 3M | +30.4% | -24.6% | +55.0% | +35.6% |
| 6M | +34.4% | -44.9% | +79.3% | +45.5% |
| YTD | +12.6% | -62.3% | +74.8% | +28.9% |
| 1Y | +10.2% | -61.8% | +72.0% | +25.5% |
| All | +28.9% | -75.4% | +104.3% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling