+2,016.3%
STM vs PTC
+796.6%
+1,219.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +1.4% | +0.5% | +1.0% | +1.3% |
| 30D | -8.4% | +0.9% | -9.3% | -8.6% |
| 3M | -15.8% | +30.4% | -46.2% | -25.7% |
| 6M | -22.8% | +34.4% | -57.2% | -34.1% |
| YTD | +79.4% | +12.6% | +66.8% | +62.2% |
| 1Y | +97.0% | +10.2% | +86.8% | +79.5% |
| 3Y | +14.2% | +29.4% | -15.2% | -2.7% |
| 5Y | -4.5% | +63.7% | -68.2% | -24.7% |
| 10Y | +463.1% | +316.9% | +146.2% | +217.9% |
| All | +2,016.3% | +796.6% | +1,219.7% | +413.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling