+817.5%
PTC vs STLA
+263.8%
+553.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.3% | -7.3% | -6.3% |
| 7D | -10.3% | +2.6% | -12.8% | -10.8% |
| 30D | +1.1% | -1.2% | +2.4% | +1.3% |
| 3M | +1.6% | -24.8% | +26.4% | +7.8% |
| 6M | -13.5% | -25.6% | +12.1% | -8.7% |
| YTD | -19.1% | -48.9% | +29.9% | -8.0% |
| 1Y | -33.9% | -38.8% | +4.9% | -28.7% |
| 3Y | -3.9% | -64.5% | +60.6% | +14.6% |
| 5Y | +6.0% | -62.4% | +68.5% | +22.1% |
| 10Y | +223.7% | +55.4% | +168.3% | +173.0% |
| All | +817.5% | +263.8% | +553.7% | +593.8% |
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 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