+239.2%
STRL vs PTC
+32.2%
+207.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.2% | +3.4% |
| 7D | -26.9% | -0.2% | -26.7% | -26.9% |
| 30D | -52.7% | +0.8% | -53.4% | -52.7% |
| 3M | -52.8% | +32.1% | -84.9% | -54.4% |
| 6M | -71.5% | +42.6% | -114.1% | -73.1% |
| YTD | -17.4% | +12.0% | -29.4% | -11.5% |
| 1Y | -35.0% | +12.2% | -47.1% | -30.3% |
| 3Y | +239.2% | +31.2% | +208.0% | +197.5% |
| All | +239.2% | +32.2% | +207.1% | +197.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling