+21.0%
STM vs PTC
+6.0%
+14.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +4.8% |
| 7D | +5.8% | -10.3% | +16.1% | +11.2% |
| 30D | -1.0% | +1.1% | -2.1% | -2.3% |
| 3M | -33.3% | +1.6% | -34.9% | -35.5% |
| 6M | +57.4% | -13.5% | +70.8% | +65.8% |
| YTD | +102.2% | -19.1% | +121.2% | +121.4% |
| 1Y | +99.6% | -33.9% | +133.5% | +149.8% |
| 3Y | +14.5% | -3.9% | +18.4% | +3.2% |
| All | +21.0% | +6.0% | +14.9% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling