-69.7%
STRL vs PTC
+41.0%
-110.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.3% | -13.6% | -14.0% |
| 7D | -34.6% | -0.1% | -34.5% | -34.6% |
| 30D | -56.7% | +0.8% | -57.5% | -56.5% |
| 3M | -54.4% | +39.6% | -94.0% | -47.2% |
| 6M | -69.7% | +41.5% | -111.2% | -62.1% |
| All | -69.7% | +41.0% | -110.7% | -62.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling