+52.0%
STT vs PTC
+0.1%
+52.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.2% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -1.7% | +1.5% | -3.2% | -1.7% |
| 3M | -6.4% | +37.8% | -44.1% | -6.4% |
| 6M | +17.7% | +41.2% | -23.6% | +17.9% |
| YTD | +36.9% | +12.0% | +24.8% | +42.8% |
| 1Y | +52.0% | +1.6% | +50.4% | +60.9% |
| All | +52.0% | +0.1% | +52.0% | +60.9% |
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 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