+7,161.0%
STRL vs PTC
+224.0%
+6,937.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -6.0% | +11.8% | +7.8% |
| 7D | +3.4% | -10.3% | +13.7% | +7.1% |
| 30D | -9.2% | +1.1% | -10.4% | -10.2% |
| 3M | -51.0% | +1.6% | -52.7% | -52.5% |
| 6M | +15.8% | -13.5% | +29.2% | +18.3% |
| YTD | +58.9% | -19.1% | +77.9% | +65.8% |
| 1Y | +68.5% | -33.9% | +102.4% | +92.3% |
| 3Y | +485.2% | -3.9% | +489.1% | +469.0% |
| 5Y | +2,005.1% | +6.0% | +1,999.1% | +1,824.0% |
| All | +7,161.0% | +224.0% | +6,937.0% | +4,200.3% |
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