+203.1%
STT vs PTC
+317.3%
-114.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | -0.4% | +0.9% | -1.3% | -0.7% |
| 3M | -6.5% | +30.4% | -36.9% | -16.7% |
| 6M | +17.2% | +34.4% | -17.2% | +2.0% |
| YTD | +38.2% | +12.6% | +25.6% | +28.1% |
| 1Y | +49.3% | +10.2% | +39.1% | +39.5% |
| 3Y | +181.9% | +29.4% | +152.5% | +139.8% |
| 5Y | +106.9% | +63.7% | +43.2% | +57.1% |
| 10Y | +203.1% | +316.9% | -113.7% | +59.3% |
| All | +203.1% | +317.3% | -114.2% | +59.3% |
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