+49.3%
STT vs PTC
+10.6%
+38.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | -0.4% | +0.9% | -1.3% | -0.4% |
| 3M | -6.5% | +30.4% | -36.9% | -6.3% |
| 6M | +17.2% | +34.4% | -17.2% | +18.3% |
| YTD | +38.2% | +12.6% | +25.6% | +47.4% |
| 1Y | +49.3% | +10.2% | +39.1% | +60.5% |
| All | +49.3% | +10.6% | +38.6% | +60.5% |
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