+1,178.8%
PTC vs STLA
+178.7%
+1,000.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +4.0% | +1.2% |
| 7D | +1.3% | -4.9% | +6.2% | +2.4% |
| 30D | +1.1% | -4.9% | +6.0% | +1.8% |
| 3M | +30.1% | -23.7% | +53.8% | +37.7% |
| 6M | +34.0% | -45.0% | +79.0% | +51.7% |
| YTD | +12.8% | -60.9% | +73.7% | +35.7% |
| 1Y | +10.7% | -58.9% | +69.6% | +31.2% |
| 3Y | +29.6% | -74.4% | +104.1% | +66.2% |
| 5Y | +63.5% | -71.5% | +135.1% | +99.8% |
| 10Y | +316.7% | +5.3% | +311.4% | +279.7% |
| All | +1,178.8% | +178.7% | +1,000.0% | +923.1% |
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