+504.0%
STRL vs PTC
-3.9%
+507.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -6.0% | +11.8% | +6.9% |
| 7D | +3.4% | -10.3% | +13.7% | +5.6% |
| 30D | -9.2% | +1.1% | -10.4% | -9.9% |
| 3M | -51.0% | +1.6% | -52.7% | -51.2% |
| 6M | +15.8% | -13.5% | +29.2% | +24.2% |
| YTD | +58.9% | -19.1% | +77.9% | +76.6% |
| 1Y | +68.5% | -33.9% | +102.4% | +115.9% |
| All | +504.0% | -3.9% | +507.9% | +463.3% |
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