-20.8%
STRL vs PTC
+10.3%
-31.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +23.4% | +0.8% | +22.6% | +23.7% |
| 30D | -39.5% | +1.2% | -40.7% | -39.3% |
| 3M | -45.1% | +32.6% | -77.7% | -39.4% |
| 6M | -64.6% | +36.1% | -100.7% | -57.4% |
| YTD | -1.5% | +12.7% | -14.2% | +28.2% |
| 1Y | -20.8% | +10.2% | -30.9% | +6.1% |
| All | -20.8% | +10.3% | -31.0% | +6.1% |
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