+335.0%
STRL vs PTC
+31.6%
+303.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -19.8% | +1.3% | -21.1% | -19.9% |
| 30D | -43.6% | +1.1% | -44.6% | -43.6% |
| 3M | -45.2% | +30.1% | -75.4% | -46.8% |
| 6M | -65.7% | +34.0% | -99.8% | -66.5% |
| YTD | -5.4% | +12.8% | -18.3% | +1.3% |
| 1Y | -24.7% | +10.7% | -35.4% | -18.1% |
| 3Y | +335.0% | +29.6% | +305.4% | +297.3% |
| All | +335.0% | +31.6% | +303.4% | +297.3% |
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 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