+10,012.8%
STRL vs PTC
+4,724.9%
+5,287.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -54.9% |
| 6M | -71.5% | +42.6% | -114.1% | -73.3% |
| YTD | -17.4% | +12.0% | -29.4% | -20.4% |
| 1Y | -35.0% | +12.2% | -47.1% | -37.3% |
| 3Y | +239.2% | +31.2% | +208.0% | +221.6% |
| 5Y | +830.2% | +54.9% | +775.3% | +760.9% |
| 10Y | +3,574.7% | +343.1% | +3,231.6% | +2,904.3% |
| All | +10,012.8% | +4,724.9% | +5,287.9% | +7,672.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling