-25.9%
STRL vs PTC
+0.1%
-25.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +0.6% | -22.0% | -21.3% |
| 7D | -27.1% | +0.1% | -27.2% | -27.0% |
| 30D | -45.8% | +1.5% | -47.3% | -45.5% |
| 3M | -47.6% | +37.8% | -85.4% | -41.3% |
| 6M | -46.4% | +41.2% | -87.7% | -35.5% |
| YTD | -7.4% | +12.0% | -19.4% | +19.0% |
| 1Y | -25.9% | +1.6% | -27.5% | +1.8% |
| All | -25.9% | +0.1% | -25.9% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling