+9,673.6%
STRL vs PTC
+4,713.3%
+4,960.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.3% | -13.6% | -13.8% |
| 7D | -34.6% | -0.1% | -34.5% | -34.6% |
| 30D | -56.7% | +0.8% | -57.5% | -56.7% |
| 3M | -54.4% | +39.6% | -94.0% | -56.7% |
| 6M | -69.7% | +41.5% | -111.2% | -71.6% |
| YTD | -20.2% | +11.7% | -31.9% | -23.0% |
| 1Y | -40.6% | +2.4% | -43.0% | -42.0% |
| 3Y | +221.7% | +31.9% | +189.7% | +204.7% |
| 5Y | +799.0% | +54.5% | +744.5% | +732.3% |
| 10Y | +3,451.5% | +342.1% | +3,109.4% | +2,804.4% |
| All | +9,673.6% | +4,713.3% | +4,960.3% | +7,414.1% |
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 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