+90.1%
STM vs PTC
+10.9%
+79.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.4% |
| 7D | -7.9% | +1.3% | -9.2% | -7.8% |
| 30D | -14.1% | +1.1% | -15.2% | -14.0% |
| 3M | -17.6% | +30.1% | -47.8% | -15.0% |
| 6M | -24.2% | +34.0% | -58.3% | -17.3% |
| YTD | +73.3% | +12.8% | +60.5% | +103.2% |
| 1Y | +90.1% | +10.7% | +79.4% | +124.7% |
| All | +90.1% | +10.9% | +79.2% | +124.7% |
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