+201.0%
STT vs PTC
+326.2%
-125.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.1% |
| 7D | +0.9% | +0.8% | +0.1% | +0.7% |
| 30D | -2.3% | +0.7% | -3.1% | -2.6% |
| 3M | -7.0% | +32.6% | -39.6% | -17.6% |
| 6M | +15.5% | +33.6% | -18.1% | +0.7% |
| YTD | +35.6% | +12.4% | +23.2% | +25.7% |
| 1Y | +47.9% | +11.2% | +36.6% | +37.6% |
| 3Y | +181.1% | +31.7% | +149.4% | +137.3% |
| 5Y | +108.2% | +60.1% | +48.1% | +59.4% |
| 10Y | +201.0% | +317.2% | -116.2% | +58.2% |
| All | +201.0% | +326.2% | -125.2% | +58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling