+444.1%
STM vs PTC
+315.4%
+128.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.2% |
| 7D | -7.9% | +1.3% | -9.2% | -8.5% |
| 30D | -14.1% | +1.1% | -15.2% | -14.6% |
| 3M | -17.6% | +30.1% | -47.8% | -31.1% |
| 6M | -24.2% | +34.0% | -58.3% | -39.6% |
| YTD | +73.3% | +12.8% | +60.5% | +51.4% |
| 1Y | +90.1% | +10.7% | +79.4% | +67.9% |
| 3Y | +10.3% | +29.6% | -19.3% | -15.2% |
| 5Y | -5.7% | +63.5% | -69.3% | -38.0% |
| 10Y | +444.1% | +316.7% | +127.4% | +91.2% |
| All | +444.1% | +315.4% | +128.7% | +91.2% |
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