+3,667.9%
STRL vs PTC
+312.5%
+3,355.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -2.9% | -3.0% |
| 7D | +15.7% | +0.5% | +15.2% | +15.5% |
| 30D | -35.5% | +1.2% | -36.7% | -35.7% |
| 3M | -47.1% | +27.4% | -74.5% | -52.0% |
| 6M | -65.8% | +39.2% | -105.0% | -70.6% |
| YTD | -4.5% | +12.5% | -17.0% | -11.8% |
| 1Y | -10.5% | +12.3% | -22.8% | -17.2% |
| 3Y | +340.6% | +28.8% | +311.8% | +284.5% |
| 5Y | +911.0% | +60.9% | +850.2% | +695.4% |
| All | +3,667.9% | +312.5% | +3,355.5% | +2,106.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling