+2,022.6%
STRL vs PTC
+6.0%
+2,016.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -6.0% | +11.8% | +7.5% |
| 7D | +3.4% | -10.3% | +13.7% | +6.5% |
| 30D | -9.2% | +1.1% | -10.4% | -10.1% |
| 3M | -51.0% | +1.6% | -52.7% | -52.0% |
| 6M | +15.8% | -13.5% | +29.2% | +20.5% |
| YTD | +58.9% | -19.1% | +77.9% | +69.7% |
| 1Y | +68.5% | -33.9% | +102.4% | +100.5% |
| 3Y | +485.2% | -3.9% | +489.1% | +473.5% |
| All | +2,022.6% | +6.0% | +2,016.5% | +1,762.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling