+96.5%
STM vs PTC
+0.1%
+96.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.6% | -6.6% | -6.0% |
| 7D | -6.0% | +0.1% | -6.1% | -6.0% |
| 30D | -20.9% | +1.5% | -22.5% | -20.8% |
| 3M | -15.8% | +37.8% | -53.5% | -12.2% |
| 6M | -17.0% | +41.2% | -58.3% | -10.7% |
| YTD | +76.8% | +12.0% | +64.8% | +103.4% |
| 1Y | +96.5% | +1.6% | +94.8% | +133.7% |
| All | +96.5% | +0.1% | +96.4% | +133.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling