+3,988.2%
STRL vs PTC
+326.2%
+3,662.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.4% | +14.6% | +14.9% |
| 7D | -13.3% | +0.8% | -14.2% | -13.6% |
| 30D | -43.3% | +0.7% | -44.1% | -43.5% |
| 3M | -46.9% | +32.6% | -79.5% | -52.5% |
| 6M | -65.6% | +33.6% | -99.2% | -69.9% |
| YTD | -5.1% | +12.4% | -17.5% | -12.3% |
| 1Y | -23.1% | +11.2% | -34.3% | -28.5% |
| 3Y | +346.8% | +31.7% | +315.2% | +286.7% |
| 5Y | +907.2% | +60.1% | +847.1% | +693.8% |
| 10Y | +3,988.2% | +317.2% | +3,671.0% | +2,297.8% |
| All | +3,988.2% | +326.2% | +3,662.0% | +2,297.8% |
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 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