+1,169.2%
PTC vs STLA
+189.9%
+979.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | -0.2% | -4.5% | +4.3% | +0.7% |
| 30D | +0.8% | -3.9% | +4.7% | +1.3% |
| 3M | +32.1% | -20.2% | +52.3% | +38.4% |
| 6M | +42.6% | -42.2% | +84.8% | +59.5% |
| YTD | +12.0% | -59.3% | +71.3% | +33.5% |
| 1Y | +12.2% | -56.1% | +68.2% | +30.9% |
| 3Y | +31.2% | -73.7% | +104.9% | +67.1% |
| 5Y | +54.9% | -70.3% | +125.2% | +87.5% |
| 10Y | +343.1% | +23.1% | +320.1% | +292.7% |
| All | +1,169.2% | +189.9% | +979.3% | +906.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling