+15.7%
STM vs PTC
-3.9%
+19.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +3.4% |
| 7D | +5.8% | -10.3% | +16.1% | +8.7% |
| 30D | -1.0% | +1.1% | -2.1% | -1.8% |
| 3M | -33.3% | +1.6% | -34.9% | -33.9% |
| 6M | +57.4% | -13.5% | +70.8% | +67.6% |
| YTD | +102.2% | -19.1% | +121.2% | +122.5% |
| 1Y | +99.6% | -33.9% | +133.5% | +146.3% |
| All | +15.7% | -3.9% | +19.6% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling