+661.5%
STM vs PTC
+223.7%
+437.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +5.2% |
| 7D | +5.8% | -10.3% | +16.1% | +12.1% |
| 30D | -1.0% | +1.1% | -2.1% | -2.5% |
| 3M | -33.3% | +1.6% | -34.9% | -36.2% |
| 6M | +57.4% | -13.5% | +70.8% | +63.5% |
| YTD | +102.2% | -19.1% | +121.2% | +118.0% |
| 1Y | +99.6% | -33.9% | +133.5% | +144.2% |
| 3Y | +14.5% | -3.9% | +18.4% | +6.0% |
| 5Y | +21.4% | +6.0% | +15.3% | +4.1% |
| All | +661.5% | +223.7% | +437.9% | +173.6% |
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 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