+3,877.1%
STRL vs PTC
+317.3%
+3,559.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | +7.1% | +0.5% | +6.6% | +7.0% |
| 30D | -39.4% | +0.9% | -40.3% | -39.5% |
| 3M | -43.0% | +30.4% | -73.3% | -48.7% |
| 6M | -65.0% | +34.4% | -99.4% | -69.5% |
| YTD | -0.8% | +12.6% | -13.4% | -8.4% |
| 1Y | -20.3% | +10.2% | -30.5% | -25.6% |
| 3Y | +356.5% | +29.4% | +327.1% | +297.8% |
| 5Y | +952.8% | +63.7% | +889.1% | +722.9% |
| 10Y | +3,877.1% | +316.9% | +3,560.2% | +2,221.4% |
| All | +3,877.1% | +317.3% | +3,559.8% | +2,221.4% |
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