+422.5%
STM vs PTC
+326.2%
+96.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.3% | +6.6% |
| 7D | -5.6% | +0.8% | -6.4% | -5.9% |
| 30D | -14.4% | +0.7% | -15.2% | -14.7% |
| 3M | -20.5% | +32.6% | -53.1% | -34.2% |
| 6M | -24.5% | +33.6% | -58.1% | -39.7% |
| YTD | +72.7% | +12.4% | +60.3% | +51.2% |
| 1Y | +91.0% | +11.2% | +79.8% | +68.2% |
| 3Y | +13.5% | +31.7% | -18.2% | -13.7% |
| 5Y | -9.2% | +60.1% | -69.3% | -39.5% |
| 10Y | +422.5% | +317.2% | +105.3% | +84.2% |
| All | +422.5% | +326.2% | +96.4% | +84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling